credit exposure model

Alex,

I have set up a meeting with Bill Bradford on Monday, Nov. 6, at 10:00am in
his office (EB2861) to
discuss the credit exposure model specifications.

Zimin

---------------------- Forwarded by Zimin Lu/HOU/ECT on 11/01/2000 09:19 AM
---------------------------
From: William S Bradford on 10/31/2000 06:50 PM
To: Zimin Lu/HOU/ECT@ECT
cc: Stinson Gibner/HOU/ECT@ECT, Alex Huang/Corp/Enron@ENRON, Dorothy
Youngblood/HOU/ECT@ECT
Subject: Re: credit exposure model

I am out of the office this week but will be back in the office all next
week. Please coordinate a time with my assistant Dorothy Youngblood.

Zimin Lu
10/31/2000 02:44 PM
To: William S Bradford/HOU/ECT@ECT
cc: Stinson Gibner/HOU/ECT@ECT, Alex Huang/Corp/Enron@ENRON
Subject: credit exposure model

Bill,

Alex and I are working on the credit exposure model. We finished the initial
design issues regarding
input and output. We would like to have a meeting with you to seek feedback.
We also preceeded
to write the underlying model. So feedback at early stage can be important
for the later development.

Paulo Issler is working on the short term enhancement to the credit loss
model: adding asian option to
the model built by Vasant and Amitava.

Let me know when is a good time for us to meet.

Zimin