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Ultimate Forward Rate: Revised EIOPA methodology

7 May 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 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.

About the Author(s)

Thomas Bulpitt

Andrew Gilchrist

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