a Credit Event — Network — Epstein Files

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a Credit Event — Network — Epstein Files

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a Credit Event

Moody's

Issuer

Credit Event

Credit Linked Notes

Annex

France

Credit Event / Not Capital Guaranteed

Switzerland

the Specified Denomination

Rate of Interest x Nominal Amount

Occurrence Date

the Interest Payment Date

the Repudiation/Moratorium Evaluation Date

Credit Technical Annex

Repudiation/Moratorium Evaluation Date

CONDITIONS

the Grace Period Extension Date

Credit Event Notice

Potential Repudiation / Moratorium

the Swiss Financial Market Supervisory Authority

Maturity Date

Reuters

the Credit Event

Accrual of Interest

the Maturity Date

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