the Autorite des Marches Financiers
the Swiss Financial Market Supervisory Authority
the Scheduled Maturity Date
Credit Linked Notes Provisions
the Interest Commencement Date
the Financial Services and Markets Act 2000
Credit Event
Credit Event
Interest Periods No Accrued Interest
the Repudiation/Moratorium Extension Condition
the Potential Repudiation/Moratorium
the Final
Valuation Notice