Re: Credit Trading White Paper

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/17/99
02:59 PM ---------------------------
From: Bryan Seyfried on 12/17/99 01:36 PM GMT
To: Pinnamaneni Krishnarao/HOU/ECT@ECT, Vince J Kaminski/HOU/ECT@ECT
cc: Katja Schilling/LON/ECT@ECT, Shirley Crenshaw/HOU/ECT@ECT
Subject: Re: Credit Trading White Paper

If either of you have a soft copy of the paper we would appreciate it. We
will do the work but will definately give credit where it is due and also
where it has the most impact (from you guys).

thanks

Katja Schilling
17/12/99 06:01
To: Vasant Shanbhogue/HOU/ECT@ECT
cc: Bijoya Banerjea/LON/ECT@ECT, Bryan Seyfried/LON/ECT@ECT

Subject: Credit Trading White Paper

Dear Vasant,

I am currently working with Bryan Seyfried and the Credit Markets/Trading
group in London, and am in the process of designing and building a website as
an information portal.

I am in possession of a paper that you co-authored entitled "Actively
Managing Credit Risk", which was published in Risk Publications.

Bryan has asked Bijoya (who is interning here during her X-mas holiday from
the LSE) to update this paper and generate a new White Paper about the
current state of the credit market and the developments we are pursuing and
creating. This will be used on our website and be published later in time.

Could you please - if you have the time - contact and maybe work with Bijoya
to draft this White Paper? Bryan is in Houston today and may be able to give
a better idea of what he is exactly looking for ... Otherwise, he will be in
London again next week.

I thank you in advance, and hope that we can pull something together in the
next few weeks.

Please contact me at any time!

Regards from London

Katja