Article 237 › 2 CRR — REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND…

Article 237 › 2

CRR

REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

Where there is a maturity mismatch the credit protection shall not qualify as eligible where either of the following conditions is met: (a) the original maturity of the protection is less than 1 year; (b) the exposure is a short term exposure specified by the competent authorities as being subject to a one-day floor rather than a one-year floor in respect of the maturity value (M) under Article 162(3).

← 1 · All articles · 238 →

Source: EUR-Lex CELLAR · retrieved 2026-09-04