TREASURY MARKETS ASSOCIATION
About TMA
Membership
Education
Education Competency Framework
News and Events
Market Information
LIBOR Transition
Public Register for FX Global Code
Publication
Useful Links
Contact Us
Disclaimer and Copyright
Home
 
 
  繁體 簡體

 

 
  


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)