I. Transition
from LIBOR to alternative reference rates: background
TMA: An
Introduction to LIBOR Transition
ARRC: Paced Transition Plan
ARRC:
Progress Report (December 2021)
ARRC Formally Recommends Term SOFR
FCA: Consultation and announcements on the wind-down of LIBOR
FCA: The US dollar LIBOR panel has now ceased
FSB: Final Reflections on the LIBOR Transition (NEW)
II. Transition
in the derivatives market
ISDA: Benchmark Reform and Transition from LIBOR
TMA WGARR: Statement on ISDA IBOR Fallbacks
Supplement and Protocol
CFTC: MRAC "SOFR First" Recommendation
for USD Linear Swaps & Cross Currency Swaps
ISDA, NAFMII Publish Chinese Language IBOR
Fallbacks Documents
III. Transition
in the cash market
ARRC: Fallback Contract Language for Cash
Products
ARRC: SOFR Floating Rate Notes Conventions Matrix
ARRC: Appendix to SOFR Floating Rate Notes
Conventions Matrix
ARRC: Recommended Loan Conventions and Best
Practices for Use of Forward-Looking SOFR Term Rate
APLMA and TMA jointly publish note describing options
available in the loan market to replace USD LIBOR
FCA confirms rules for legacy use of synthetic
LIBOR rates
ARRC Welcomes Refinitiv’s USD IBOR Institutional
and Consumer Cash Fallbacks
ARRC Releases Guide to Support Transition of
Legacy LIBOR Cash Products
Refinitiv launches forward looking term rate
versions of ARRC recommended fallback rates
IV. Accounting
issues related to the transition
HKICPA: Interest Rate Benchmark Reform - Phase 1
HKICPA: Interest Rate Benchmark Reform - Phase 2
V. 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 (March 2019)
HKMA: Updates on Supervisory Policy Manual Module
CR-G-14 (September 2020)
VI. HKMA: Reform of Interest Rate Benchmarks
(Circulars & Other Related Info)
VII. How to adopt
the alternative reference rates?
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
ARRC: Guide to
Published SOFR Averages
ARRC Best Practice
Recommendations Related to Scope of Use of the Term Rate and its Frequently Asked
Questions
ASIFMA: IBOR
Transition Guide for Asia
TMA: Transitioning
Away from LIBOR: Points to Note for Corporate Treasurers (2020) - Leaflet
TMA: Transitioning
Away from LIBOR: Points to Note for Corporate Treasurers (2020)
TMA: Transitioning
Away from LIBOR: Points to Note for Corporate Treasurers (2021) - Leaflet
TMA: Transitioning Away from LIBOR: Points to Note for Corporate
Treasurers (2021)
TMA: Transitioning Away from LIBOR: Points to Note for Corporate
Treasurers (2023) – Leaflet
TMA: Transitioning
Away from LIBOR: Points to Note for Corporate Treasurers (2023)
NYFed: SOFR
NYFed: 30D, 90D & 180D SOFR Averages
CME: Term SOFR
Rates
ARRC:
Summary of Key Recommendations
