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Enron Mail |
Hi again,
Some of you have been kind enough to supply me with information that can b= e=20 used for the strategic plan (I am writing for Duffie). To assist you in gathering further information, it was suggested that I=20 forward a preliminary outline of this strategic plan to your attention.=20 Thanks in advance for your assistance, Iris Table of Contents Executive Summary=20 Highlights =20 Introduction=20 What is Enron Credit?=20 What is the business plan?=20 What are the products planned?=20 Current status: what we currently trade, how we price.=20 What new models we need to achieve goals.=20 What attempts are being made internally and what external commercial source= s=20 are available.=20 SWOT Analysis=20 Strengths=20 Weakness=20 Opportunities=20 Threats=20 Pricing Approach=20 A diagram illustrating how various models are tied together for the overall= =20 objective of coming up with final CDS and DBS pricing.=20 Brief description of each model shown in the diagram.=20 Public Firm versus Private Firm=20 What we have as first cut for modeling primarily public firms.=20 Our understanding on public versus private firms=01, credit risk=20 characteristics, data availability and possible modeling approaches.=20 Our proposed approach/plan towards development of private firm model,=20 including comparative analysis, model development, etc.. Portfolio Level Business Feasibility Analysis=20 Accounting Breakeven Analysis=20 Portfolio Theory=20 Alternative (Short term) Measures=20 KMV=01, Private Firm Model=20 Moody=01,s RiskCalc Model for Private Firms=20 Comparison of KMV vs Moody=01,s Private Firm model =20 Future Strategy=20 Development of private firm pricing models (short- and long- tenor models0= =20 Completion of Parent/Subsidiary Model =20 Risk Management Model for ECT Business=20 References
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