Rate of Interest x Nominal Amount
the Credit Technical Annex
the Interest Payment Date
the Repudiation/Moratorium Evaluation Date
Repudiation/Moratorium Evaluation
Date
the Grace Period Extension Date
Potential
Repudiation / Moratorium
the Swiss Financial Market Supervisory Authority
the Scheduled Maturity Date
Credit Linked Notes Provisions
the Interest Commencement Date
Credit Event
Credit Event
Interest Periods No Accrued Interest