Credit Event Determination
Grace Period Extension Date
the Credit
Technical Annex
Reference Portfolio
Reference
Credit Event Determination Date
the Swiss Financial Market Supervisory Authority
the Credit Technical Annex
Potential
Repudiation / Moratorium
Credit Event / Not Capital Guaranteed
the Grace Period Extension Date
Repudiation/Moratorium Evaluation
Date
the Interest Payment Date
Rate of Interest x Nominal Amount
the Repudiation/Moratorium Evaluation Date
the Specified Denomination