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Stinson,
Can we confirm it? Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 12/18/2000 05:05 PM --------------------------- From: Gillian Boyer@ENRON on 12/18/2000 04:25 PM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: Arthur Andersen model validation request Vince, Was the data we provided sufficient to determine whether the Global Markets book administrator correctly utilized the spread option model? Please let me know if there are any additional data requirements. Thank you again for your assistance. Gillian Boyer x30968 ---------------------- Forwarded by Gillian Boyer/AA/Corp/Enron on 12/18/2000 01:39 PM --------------------------- Gillian Boyer 11/27/2000 10:25 AM To: Vince J Kaminski/HOU/ECT@ECT cc: Subject: Arthur Andersen model validation request Vince, Our goal is to validate that the Enron Global Market book administrators are accurately using the "spread option model" as developed by the Research Group. To determine this, we would like to provide you with the inputs for a particular deal (as provided by a Global Markets book administrator) and have you recalculate the deal value. We will then compare your results to the values calculated by Global Markets. Two Koch deals have been chosen due to their substantial P/L effect. I have attached the deal data in two forms: (1) the spread option model that Kara Boudreau, Book Administrator EGM, provided and (2) an excel spreadsheet that isolates the 2 deals. If there is anything more that we could provide, please don't hesitate to call me at x30968. Thank you so much for all of your help. Gillian 1. 2.
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