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