Solvency 2 : fund look-through update in QRT reports
09/05/2019The EIOPA launched a consultation “on corrections and amendments to the implementing technical standards on reporting and disclosure”. The full... Voir l'article
...EIOPA, the European Insurance regulator, has just confirmed its change of market data provider for the calculation of Solvency II risk-free rate curves (Interest Rate Term Structures), by publishing the list of Reuters Instrument Codes (RICs) to be used. Link
Refinitiv, f.k.a Reuters Financial & Risk, will be the new data provider from Jan 2020 onwards. It will replace Bloomberg.
The technical information relating to risk-free interest rate (RFR) term structures is used for the calculation of the technical provisions for (re)insurance obligations.
In December 2018, EIOPA had announced the outcome of its public procurement procedure, in which it decided to turn to Refinitiv. Link