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Enron Mail |
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/03/2001
03:09 PM --------------------------- Alex Huang@ENRON 01/02/2001 10:21 AM To: wbradfo@enron.com cc: Vince J Kaminski/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT, Zimin Lu/HOU/ECT@ECT Subject: Credit exposure model Bill, Attached are the spreadsheet for the Credit Exposure model and the XLL file. We have performed some tests and the numbers looked reasonable. However, more extensive testing using realistic data is needed. We would like to pass the model to you so you can have someone check it more extensively and compare the model with what you are using. Also, please kindly inform me of any suggestions to improve the model as well as any problems you may find. I can be reached at 31631. Best, Alex
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