the Interest Payment Date
the Scheduled Maturity Date
the Repudiation/Moratorium Extension Condition
Credit Event
Credit Event
Interest Periods No Accrued Interest
the Swiss Financial Market Supervisory Authority
Repudiation/Moratorium Evaluation
Date
the Credit
Event Determination Date
the Grace Period Extension Date
the Repudiation/Moratorium Evaluation Date
the Interest Commencement Date
Potential
Repudiation / Moratorium
the Credit
Technical Annex
Reference Portfolio
Reference