I. Transition from LIBOR to alternative
reference rates: background
TMA:
An Introduction to LIBOR Transition
ARRC:
Paced Transition Plan
ARRC:
Progress Report
ARRC
Formally Recommends Term SOFR
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
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
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)
