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Answer: Start Off The New Year By Finding Your Lost Money
As a reminder, time sheets for pay period (October 1-15) will be due on Monday, October 15. Please let me know your exception time. Thanks!
Answer: Timesheets Due on Monday
This analysis was another swag at p&l components. We took the numbers from the daily position reports, backed out the big originations that we new about (e.g. peakers sales) and the other "mistakes" (e.g. the EES $700MM loss), then took out the curve-shift P&L from the backtest data, the balance we said must be some form of "new deal" P&L plus realised p&l etc. It shows that 2000 was the prop trading year, whereas 2001 was mainly new deals. Of course the whole thing is poisoned by reserve movements.
Answer: P/L Breakout
I have confirmations from Ben, Sunil, and Rudi. Is there anyone else I left off the email? Talk to you soon, Susan - - You'll have to come up and visit 32 at some point.
Answer:
FYI