the Credit
Event Determination Date
Repudiation/Moratorium Evaluation
Date
the Scheduled Maturity Date
the Grace Period Extension Date
the Swiss Financial Market Supervisory Authority
Credit Event
Credit Event
Interest Periods No Accrued Interest
the Interest Commencement Date
the Repudiation/Moratorium Extension Condition
the Final
Valuation Notice
Credit Event Determination
Potential
Repudiation / Moratorium