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Enron Mail |
Attached is a rough draft of some scenario development around the PX credit
and rate issues. Few points: Apologies in advance for any errors and inaccuracies. Given time crunch, the model developed is quite crude and will need refinement (to be sure). The bankruptcy scenario is included (scenario 4), but (again, given the time crunch) has not been analyzed to the same extent as the other scenarios. Tribolet should be able to provide good insights there, however. The exposure has not been calculated since GA does not have the numbers, but EES should be able---once there's agreement on scenarios and probabilities---to run the numbers very quickly. I've assigned my view of what the probabilities are. These are key inputs and the team will need to scrub them thoroughly. For ease of use by all, and given time considerations, I've done the conceptual model in word format, rather than excel. It will be simple to translate this conceptual model to a spreadsheet model (in excel). Best, Jeff Marcia A Linton 03/07/2001 08:22 AM To: Mike D Smith/HOU/EES@EES, Harry Kingerski/NA/Enron@Enron, James D Steffes/NA/Enron@Enron, mday@gmssr.com, jbennett@gmssr.com, Vicki Sharp/HOU/EES@EES, Jeff Dasovich/NA/Enron@Enron, JKLAUBER@LLGM.COM cc: Iris Waser/HOU/EES@EES, Rubena Buerger/ENRON_DEVELOPMENT@ENRON_DEVELOPMENT, Leasa Lopez/HOU/EES@EES Subject: Negative CTC Meeting - 11:30 a.m. Today A conference call meeting has been set up for 11:30 am today, March 7 to discuss EES Negative CTC. Conference room EB-4746 has been reserved for the Houston participants. The call-in number for the call will be: 888-422-7137 Host Code (for Jim only) - 438907 Participant Code (for everyone else) - 865493 If you have any questions regarding this call, please give me a call at 713-853-3226. Thanks, Marcia
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