EIOPA updates representative portfolios to calculate volatility adjustments

EIOPA published updated representative portfolios that will be used for calculation of the volatility adjustments (VA) to the relevant risk-free interest rate term structures for Solvency II.

https://eiopa.europa.eu/Publications/Press Releases/Updated Representative Portfolios %28applicable end-of-March 2019%29.xlsx

EIOPA will start using these updated representative portfolios for the calculation of the VA end of March 2019, which will be published at the beginning of April 2019.