FW: Interest Rates

FYI....
-----Original Message-----
From: Lavorato, John
Sent: Monday, January 07, 2002 12:50 PM
To: Gossett, Jeffrey C.
Subject: RE: Interest Rates

Assume Harry Arora will help us out.

-----Original Message-----
From: Gossett, Jeffrey C.
Sent: Monday, January 07, 2002 12:49 PM
To: Lavorato, John; Kitchen, Louise
Subject: Interest Rates

John/Louise -

Given that under the current plan, the bank will be trading our interest rate risk, I doubt we are taking an interest rate trader to Newco. In order to get the books run we will need an interest rate curve.

Should I plan on just getting access to Reuters and setting a curve off of LIBOR on my own?

Jeff