Writeup on methodology for Bankruptcy Swap Pricing Regression Model

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 11/14/2000
05:22 PM ---------------------------

Amitava Dhar@ENRON
11/14/2000 03:45 PM
To: Vince J Kaminski/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT
cc:
Subject: Writeup on methodology for Bankruptcy Swap Pricing Regression Model

This is the first draft. Please let me know if you want me make changes.