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EIOPA publishes updated technical RFR documentation for the Danish krone and Denmark reflecting adjustments to the representative portfolios as well as the use of an option-adjusted Nykredit index

Today, the European Insurance and Occupational Pensions Authority (EIOPA) published an updated technical documentation for the calculation of the volatility adjustment to risk-free interest rates (RFR) for the Danish krone and Denmark. The risk-free rate methodology includes updated representative portfolios for … read more

EIOPA publishes updated technical RFR documentation for the Danish krone and Denmark reflecting adjustments to the representative portfolios as well as the use of an option-adjusted Nykredit index

Today, the European Insurance and Occupational Pensions Authority (EIOPA) published an updated technical documentation for the calculation of the volatility adjustment to risk-free interest rates (RFR) for the Danish krone and Denmark. The risk-free ra… read more