Iris From the initial work that I Ben and I have done, data availability for the Moody's model is relatively good for European companies. However, there are problems for certain jurisdictions (e.g., the Netherlands) where reporting requirements are low. Also, all newly established entities with no accounts cannot be priced. You may be aware that S&P has a similar model. You can find the description at www.creditmodel.com. We met with S&P earlier this morning and they will give us logins that I will forward to you. I have not looked at the details, but it appears to me that the Moody's model could be more relevant for our purposes as the S&P model is calibrated of companies that S&P has rated, whereas Moody's has actually got data not only retsricted to the firms they rate. Moreover, the S&P threshold USD 100m) is very high. For US counterparties, there may be a problem as private US firms do not need to publish accounts. In any case, quality data is probably one of the most important issues to be resolved going ahead, and this is likely to define what companies we will be able to price and influence model selection. Therefore when you (or someone else) examines potential data sources/vendors please keep Eric Kirkpatrick and Mike Mumford in the loop to ensure full co-ordination Regards
Q: What is a potential subject line for this email?
answer: Data for Moody's RiskCalc
Susan: (1) We need to have the following agreement with Goldman re-executed. I have the prior agreement in my office (if you want it). Please let me see the cover letter you submit to Lisa. Please add this to the equity list. (2) I will give you Direct Trading for execution. It should also be added to the equity list. (3) I think we need to add a reference to the First Boston Enron Corp. account to the equity list.
Q: What is a potential subject line for this email?
answer: Client Access documentation
Great Lakes representative, Martin Wilde, is stopping by tomorrow @ 3:00. I have set up this time to discuss with him his operations and present to him any questions we have. Please let me know if you can attend. Thanks
Q: What is a potential subject line for this email?
answer: Great Lakes representative
Dear MONIKA CAUSHOLLI, You have been added to the waiting list for the following. Course Title : 'Understanding Options' Session Code : 112701 The course details are given below for your confirmation. Type : Instructor Led Course Course Code : UOPTNS Session Code : 112701 Starting Date : Nov 27, 2001 8:00 AM Ending Date : Nov 28, 2001 5:00 PM Number of Units : 0 price : $1,400.00 Location : Doubletree Hotel Dallas St. Houston, TX Meetings : Start Time: Nov 27, 2001 8:00 AM End Time: Nov 28, 2001 5:00 PM No instructors or rooms have been assigned to this meeting. You will be notified if a seat opens. Thank you,
Q: What is a potential subject line for this email?
answer:
You are included in the Waiting List