You have to name the A and B list squads in the first week of September. This squad applies to the whole season, 3 changes can be made to the A list for the knock out stages following the January transfer window.
Squad rules are different for European competitions. Link below explains the rules (note it says Champions League on the link but the rules cover all 3 UEFA competitions). The dates for list B players applies to last year so players on that list will need to have been born on or after Jan 1st...