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Risk Free Rates 2026

South African Reserve BankRef: https://www.resbank.co.za/en/home/publications/publication-detail-pages/prudential-authority/pa-insurers/Insurance-Sector-Data/pa-risk-free-rates/2026/risk-free-rates-2026

Official source

Source domain: resbank.co.za

Collected on 9 July 2026

Always confirm details on the official source before acting.

Our copy (archived 21 July 2026)Official source

What this means

This document is an Excel publication titled “Risk Free Rates - 2026”, published by the South African Prudential Authority (as part of the South African Reserve Bank website). It provides the government bond curve (risk-free interest rate term structure) used to discount cash flows for valuing insurance technical provisions. The rates are published for purposes of Prudential Standard FSI 2.2 [Valuation of Technical Provisions], prescribed under the Insurance Act, 2017 (Act No. 18 of 2017). The publication date and last modified date are 2026-07-01 (14:25).

What this document offers

Read out of this document by Govermate's AI, in its own words. Each one quotes the line it came from — confirm on the official source before acting.

downloadable insurance sector data (risk-free rates term structure)Ongoing

Download “Risk Free Rates - 2026” Excel sheet (government bond curve / risk-free rates)

You can access an Excel sheet that provides the government bond curve used as the risk-free interest rate term structure to discount cash-flows for valuing insurance technical provisions under Prudential Standard FSI 2.2.

Who it is for
Users who need risk-free interest rate term-structure data for valuing insurance technical provisions under Prudential Standard FSI 2.2
How to act on it
Open the publication page and download the attached Excel file (“Risk Free Rate”).
Show the line this came from
This Excel sheet provides the government bond curve published by the Prudential Authority as the risk-free interest rate term structure to discount cash-flows for the purposes of valuing technical provisions in terms of Prudential Standard FSI 2.2 [Valuation of Technical Provisions], prescribed in terms of the Insurance Act, 2017 (Act No. 18 of 2017).
How to apply

Facts

Reference

https://www.resbank.co.za/en/home/publications/publication-detail-pages/prudential-authority/pa-insurers/Insurance-Sector-Data/pa-risk-free-rates/2026/risk-free-rates-2026

Key Takeaways

  • Title: Risk Free Rates - 2026
  • Published date: 2026-07-01
  • Last modified date: 2026-07-01 14:25
  • Provides government bond curve as risk-free interest rate term structure
  • Used to discount cash flows for valuing insurance technical provisions
  • Prudential Standard: FSI 2.2 [Valuation of Technical Provisions]
  • Prescribed under Insurance Act, 2017 (Act No. 18 of 2017)
  • Category: Insurance Sector Data > PA Risk Free Rates
  • South African Prudential Authority
  • South African Reserve Bank (SARB)
  • Prudential Authority
  • Prudential Standard FSI 2.2
  • Insurance Act, 2017 (Act No. 18 of 2017)