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