the Swiss Financial Market Supervisory Authority
the Credit
Event Determination Date
the Final
Valuation Notice
the Credit
Technical Annex
Reference Portfolio
Reference
Potential
Repudiation / Moratorium
the Interest Commencement Date
the Repudiation/Moratorium Evaluation Date
the Repudiation/Moratorium Extension Condition
the Scheduled Maturity Date
Repudiation/Moratorium Evaluation
Date
the Interest Payment Date
Credit Event Determination