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