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Discount interest rates pursuant to section 253 (2) of the German Commercial Code / 7-year average / residual maturity of 49.0 years / end of month

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Time series key BBSDI.M.ABZINS7.R49
Unit
Dimension one
Timespan from 2008-12 to 2024-03
Last update 02.04.2024 10:34:55 AM
   
General Calculation in accordance with § 6 of Rueckstellungsabzinsungsverordnung in conjunction with Section 253 (2) of the German Commercial Code (HGB) Basis of calculation: 1) Zero coupon Euro swap curve (basis: LSEG identifiers: ICEIB1Y(IB), ICEIB2Y(IB), ..., ICEIB50(IB); up to and including 10/2023: Refinitiv identifiers; up to and including 10/2022: Bloomberg data) 2) IBOXX Euro Corporates AA Index Annual Yield/Duration (LSEG identifiers: IBC2AAL(RY), IBC2AAL(DU); up to and including 10/2023: Refinitiv identifiers).