ISDA announced the following RFRs transition dates and cessation of IBORs date:
JPY, CHF and AUD:
Please note that the market standard transition date for switching interest rate inputs in the ISDA CDS Standard Model from IBORs
to RFRs for CHF (from LIBOR to SARON), for JPY (from LIBOR to TONA), and for AUD (from BBSW to AONIA) is 20th December 2021.
USD and EUR:
Please also note that in alignment with the recently published CDX and iTraxx Swaption Documentation, the market standard transition date
for switching interest rate inputs in the ISDA CDS Standard Model for USD (from LIBOR to SOFR) and for EUR (from EURIBOR to €STR) is 4th April 2022.
Please also note that GBP-LIBOR, JPY-LIBOR, CHF-LIBOR curves as well as the 2-month USD-LIBOR rate curve will cease to be published in the model after 31st December.