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