Ultimate Forward Rate: Revised EIOPA methodology

  • Print
  • Connect
  • Email
  • Facebook
  • Twitter
  • LinkedIn
  • Google+
作成者 Aisling Barrett, Mike Claffey, Andrew Gilchrist, Thomas Bulpitt |  2017年4月21日
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.