Transition from LIBOR to alternative reference rates: background TMA: An Introduction to LIBOR Transition ARRC: Paced Transition Plan Transition in the derivatives market ISDA: Benchmark reform and transition TMA WGARR: Statement on ISDA IBOR Fallbacks Supplement and Protocol Transition in the loan market TMA: To be uploaded* LMA: Documentation for Consultation ARRC: Fallback Contract Language for Cash Products Accounting issues related to the transition IASB: Amendments to IFRS 9 and IAS 39 Margin requirements for legacy derivative contracts after the transition BCBS/IOSCO: Statement on the Final Implementation Phases of the Margin Requirements for Non-centrally Cleared Derivatives HKMA: Updates on Supervisory Policy Manual Module CR-G-14 Migration from effective fed funds rate discounting to SOFR discounting for derivatives CME: SOFR Discounting & Price Alignment Transition Plan for Cleared USD Interest Rate Swaps LCH: SOFR Discounting: LCH Plan for the SwapClear Compensation ProcessHKEX: Transition plan for switching to SOFR and ESTER discounting HKMA circulars on interest rate benchmark reform October 2019 March 2019 April 2020 Annexes to the April 2020 circular July 2020 Annex 1 to the July 2020 circular Annex 2 to the July 2020 circular How to adopt the alternative reference rates? BOE: Use Cases of Benchmark Rates: Compounded in Arrears, Term Rate and Further Alternatives FSB: Overnight Risk-Free Rates - A User's Guide ARRC: Practical Implementation Checklist for SOFR Adoption ARRC: A Users' Guide to SOFR ARRC: Recommended Best Practices for Completing the Transition from LIBOR ASIFMA: IBOR Transition Guide for Asia TMA: Transitioning Away from LIBOR: Points to Note for Corporate Treasurers
Migration from effective fed funds rate discounting to SOFR discounting for derivatives CME: SOFR Discounting & Price Alignment Transition Plan for Cleared USD Interest Rate Swaps LCH: SOFR Discounting: LCH Plan for the SwapClear Compensation Process
HKEX: Transition plan for switching to SOFR and ESTER discounting
