Import RFR term structure

To import the RFR term structure for a return you should go to the Sii model section in Tabular ribbon -> Utilities -> Import RFR term structure
Note: Return should include H.S2.RFR helper sheet to import RFR term structure file.

In this window, you should navigate to the appropriate EIOPA (or Bank of England for UK insurers) provided RFR Term Structure workbook.

Note: EIOPA and BoE publish this workbook for each month end and please download the appropriate workbook from the EIOPA RFR webpage or the BoE Technical information webpage

Note: EIOPA RFR Term Structure file must be in the original structure as provided by EIOPA or BoE (ie do not modify this file prior to importing). File is normally provided by EIOPA or BoE with the nomenclature EIOPA_RFR_YYYYMMDD_Term_Structures.xlsx

Once the file is selected in Select file field ‘Run import’ button will be enabled so you could press it to start the import process.
Tabular will then extract the data from the selected RFR file, process, and load it into the H.S2.RFR helper worksheet in the current return workbook.