Ultimate Forward Rate: Revised EIOPA methodology
21 April 2017
In April 2017, EIOPA published its final decision on the methodology for the annual calculation of the Ultimate Forward Rate for each currency. This briefing note summarises the key features of the final methodology and the changes made to proposals set out in the Consultation Paper CP16/03 in April 2016.
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Thomas Bulpitt
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Ultimate Forward Rate: Revised EIOPA methodology
In April 2017, EIOPA published its final decision on the methodology for the annual calculation of the Ultimate Forward Rate for each currency. This briefing notes summarises the key features of the final methodology and the changes made to proposals set out in the Consultation Paper CP16/03 in April 2016.
Aisling Barrett, Thomas Bulpitt, Mike Claffey, Andrew Gilchrist