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Enron Mail |
Hi All,
After all the hard work, we are at time of harvesting! But as we all know that there still a few more hurdles ahead of us in order to release credit reserve model at end of March, but on the bright side, Vince Kaminski has promised us a big feast after we push the product out of door. So let commit our self to do one last dash to the finish line! Here I composed a list of task that we need to accomplish for the release, Let hit the items on the list and get it over with Continue the comparison test between old and new model Winston Testing of theoretical deals! finish the comparison between the theoretical value and model valuation! Tanya T. Winston J. Making the default probability table a configurable component and runtime parameter. Winston J., Ramesh G. Simulation dimension change for different analysis requirement, default path 5000 max and price path 1000 max. Winston Interface to run the credit reserve in GRMS system ( for now ) Ramesh Run time option, Applying stress scenario on input curves for any or all curves (sensitivity analysis) Winston Runtime option, Curve replacement for any or all curves ( attribution analysis ) Winston Validation of different insurance plan Tanya, Winston Intra-month position validation to see the impact of excluding of intra-manoth position on credit reserve Vicent Tang, Ramesh Exchange deals handling( are they using the highest e-rating ? ) Ramesh Saving credit reserve result, please grant Winston and Xiaojun the privilege to save the result into production database, Ramesh, Winston, XiaoJun credit reserve on legal id, based on the data clean up of all spreadsheets ( not scheduled )! Deployment plan. One credit instance at any time until we get out new computing server ( probably in April time frame ) This list may be an ever changing list and may also incomplete, please let me know if I missed anything or any deletions and additions! Please let me know if anything I can clarify. Thanks! Jonathan
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