Credit Event
Credit Event
Interest Periods No Accrued Interest
the Credit
Technical Annex
Reference Portfolio
Reference
the Credit
Event Determination Date
the Repudiation/Moratorium Extension Condition
Credit Event Determination
the Final
Valuation Notice
no Unsettled Credit Event
the Credit Technical Annex
the Swiss Financial Market Supervisory Authority
the Repudiation/Moratorium Evaluation Date
the Interest Payment Date