The Download link is Generated: Download https://www.eiopa.europa.eu/sites/default/files/risk_free_interest_rate/21.08.2020_-_technical_documentation.pdf


Housing taxation: a new database for Europe

Appendix 2: The calculation of the UCOH indicator: hypotheses and data sources .. 47 Limit for the mortgage interest tax relief (in euros). Country/Year.



Technical documentation of the methodology to derive EIOPAs risk

12 sept. 2019 Currency risk adjustment for currencies pegged to the euro . ... Calculation of the relevant risk-free interest rates term structures at.



STAMP€: Stress-Test Analytics for Macroprudential Purposes in the

11 mai 2017 and loss given default for mortgage exposures directly at household ... largest euro area economies (Germany France



euro risk-free rates

23 nov. 2020 mortgages consumer loans and SME loans; ... calculation and its consistency with the derivatives market



Solvency II Capital Requirements for Debt Instruments

31 janv. 2016 markets or the calculation of the Solvency Capital Requirement (SCR) under ... corporate bonds and loans (excluding mortgage loans which are ...



Occasional Paper Series - Measuring the cost of equity of euro area

costly equity capital is for euro area banks is useful for policymakers for Data on book value of equity for the calculation of price-to-book ratios.



Formulae for calculation of interest loan repayments and deposits

L = loan amount r = interest rate if floating rn is the interest rate in year n n = tenor of the loan (if the repayment period is 6 months



Technical documentation of the methodology to derive EIOPAs risk

20 août 2020 Currency risk adjustment for currencies pegged to the euro . ... rate) underpins the calculation of liabilities by insurance and reinsurance.



Markit iBoxx EUR Benchmark Index Guide September 2022

31 juil. 2020 This document covers the index family structure rules and calculation methodology. 1.1) Index family structure. Overview of Markit iBoxx ...