EIOPA updates RFR Technical Documentation to apply from 30 January 2027
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EIOPA publishes an updated version of the Solvency II risk-free rate (RFR) Technical Documentation, which will apply from 30 January 2027. It incorporates the annual results of the depth, liquidity and transparency (DLT) assessment and of the representative portfolios, which were not included in the May 2026 version adapted to the Solvency II reform.
Key points
- It includes the results of the 2026 DLT assessment and the 2026 update of the representative portfolios, with the new frozen cash flows (file EIOPA_RFR_2027_portfolios.xlsx).
- It sets the percentage applicable to the euro as the reference for the residual volume criterion and tightens the currency relevance criterion.
- The recommended parameters for building the curves are now published in a separate Excel file (EIOPA_RFR_Parameters_2027.xlsx).
- The Colombian peso (COP), the Hong Kong dollar (HKD) and the new Taiwan dollar (TWD) cease to be relevant currencies from 30 January 2027; EIOPA publishes recommended parameters so that insurers can calculate those curves themselves.
Who is affected
Insurers and reinsurers under Solvency II (valuation of technical provisions), actuaries and supervisors; especially entities with business in COP, HKD or TWD.
Deadlines
Applicable from 30 January 2027.
Plain-language version
To work out how much to set aside today for future payouts, insurers use a 'risk-free rate curve', a set of benchmark interest rates published by EIOPA, the EU watchdog for insurers and pension plans. EIOPA has updated the manual, which applies from 30 January 2027. The Colombian peso and the Hong Kong and Taiwan dollars lose their official curve; insurers will calculate those themselves.
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Summary produced with artificial intelligence from the official publication. It may contain errors: always check the original document.
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