EBU Single Rulebook Q&A 16 September 2013 2013_252 Maturity matching

Articles 45(a), 59(a), 69(a) of Regulation (EU) No 575/2013 (CRR) each include a condition that “the maturity of the short position matches the maturity of the long position or has a residual maturity of at least one year”, in order for the short position to be recognized for the calculation of the net long position.