Sources

1. IBA : Roadmap for Ice Libor : https://www.theice.com/publicdocs/ICE_LIBOR_Roadmap0316.pdf.

2. « Le scandale du Libor a déjà coûté cher au secteur financier », Les Echos : https://www.lesechos.fr/2018/03/le-scandale-du-libor-a-deja-coute-cher-au-secteur-financier-986736.

3. IOSCO principles : https://www.iosco.org/library/pubdocs/pdf/IOSCOPD415.pdf.

4. FSB report : https://www.fsb.org/wp-content/uploads/r_140722.pdf.

5. Recommendations of the working group on euro risk-free rates on the transition path from EONIA to the €STR and on a €STR-based forward-looking term structure methodology : https://www.ecb.europa.eu/pub/pdf/annex/ecb.sp190314_annex_recommendation.en.pdf.

6. International Accounting Standards Board.

7. Bank of England : https://www.bankofengland.co.uk/markets/sonia-benchmark.