basic risk-free interest rate term structure

Definitions over time (2)

02/04/2016 – today applies on 12/11/2026 Article 1, Commission Delegated Regulation (EU) 2015/35 Scope: Whole act

For the purposes of this Regulation, the following definitions shall apply:

‘basic risk-free interest rate term structure’ means a risk-free interest rate term structure which is derived in the same way as the relevant risk-free interest rate term structure to be used to calculate the best estimate referred to in Article 77(2) of Directive 2009/138/EC but without application of a matching adjustment or a volatility adjustment or a transitional adjustment to the relevant risk-free rate structure in accordance with Article 308c of that Directive;
17/01/2015 – 18/01/2015 Article 1, Commission Delegated Regulation (EU) 2015/35 Scope: Whole act

For the purposes of this Regulation, the following definitions shall apply:

‘basic risk-free interest rate term structure’ means a risk-free interest rate term structure which is derived in the same way as the relevant risk-free interest rate term structure to be used to calculate the best estimate referred to in Article 77(2) of Directive 2009/138/EC but without application of a matching adjustment or a volatility adjustment or a transitional adjustment to the relevant risk-free rate structure in accordance with Article 308c of that Directive;

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