101. Article 26e(10), first subparagraph, point (a)(i), of Regulation (EU) 2017/2402 should be …

Article 26e(10), first subparagraph, point (a)(i), of Regulation (EU) 2017/2402 should be understood to refer to debt securities which, irrespective of their original maturity, have a remaining maturity of no more than three months. Where the period until the next payment date under the credit protection agreement is less than three months, the remaining maturity of the debt securities should be no longer than that period in order to avoid any maturity mismatch between the date when the debt securities are repaid and the next payment date under the credit protection agreement. Investments in credit-linked notes

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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