Subject: re : fw : parent - subsidary model
hi iris
we started off with about 105 companies , which were enron europe ' s uk power
and gas desk counterparties . i ' m not sure where you got the figure of 500
from - maybe this is the entire enron europe counterparty list , which
constitutes the next major effort for end - july .
from this list of 104 , only the 72 in the spreadsheet had information in
amadeus . the other firms had no information available , most likely because
they were too new .
ben
from : iris mack / enron @ enronxgate on 17 / 04 / 2001 19 : 37 cdt
to : ben parsons / lon / ect @ ect
cc : tomas valnek / lon / ect @ ect , amitava dhar / corp / enron @ enron , mike
mumford / lon / ect @ ect , vasant shanbhogue / enron @ enronxgate , vince j
kaminski / hou / ect @ ect
subject : re : fw : parent - subsidary model
hi again ,
thanks for the financial data on enron ' s european counterparties .
it is my understanding that you started out with a list of 500 such
counterparties . however , your spreadsheet only contains information for 72
of these european counterparties .
will you please tell me the logic behind the elimination of the 400 + other
counterparties ?
thanks so much ,
iris
- - - - - original message - - - - -
from : parsons , ben
sent : tuesday , april 17 , 2001 2 : 56 am
to : mack , iris
cc : valnek , tomas ; dhar , amitava ; mumford , mike
subject : re : fw : parent - subsidary model
hi iris
the inputs and outputs generated by riskcalc can be seen in the attached file :
>
we only looked at the 5 - yr pd .
inputs are in columns a - u . these are the inputs generated by amadeus . you can
run these inputs through the riskcalc model over the web
( http : / / www . moodysqra . com / privfirm ) using the login : dupred , password :
detective . this is our trial licence which lasts for about 2 more weeks ( mike
mumford will have more details about the current licence )
tomas valnek was getting the data from the amadeus database , so i ' ll leave it
to him to determine if houston access is possible . in the meantime you can
use the dataset attached for testing purposes .
ben
from : iris mack / enron @ enronxgate on 12 / 04 / 2001 17 : 58 cdt
to : ben parsons / lon / ect @ ect
cc : amitava dhar / corp / enron @ enron
subject : fw : parent - subsidary model
hi ben ,
how are you ? today we had a meeting with craig chaney and jeff kinneman to
discuss the private firm model .
they requested that i spend some time carefully analyzing the moody ' s
riskcalc model . i noticed that you also have been looking at riskcalc - as
indicated in your paper entitled " pricing parent companies and their
subsidiaries : model description and data requirements "
other than the example discussed in your paper , did generate any other test
statistics , scores , etc .
also , you stated that you used amadeus database . we are in the process of
trying to obtain data from various data vendors - but that may take a while .
in the mean time , may we have access to the amadeus database or some sample
dataset ?
thanks so much ,
iris
- - - - - original message - - - - -
from : valnek , tomas
sent : tuesday , april 10 , 2001 9 : 10 am
to : fiala , markus ; seyfried , bryan ; salmon , scott ; kirkpatrick , eric ;
mumford , mike ; fontaine , jean - sebastien ; brooks , simon ; price , nigel ;
diprose , robert ; rezaeian , reza ; gordon , mike ; lee , derek ; hershkovitz , ilan ;
golden , sally ; stephan , nicholas ; albanis , george ; shanbhogue , vasant ; mack ,
iris
cc : parsons , ben
subject : parent - subsidary model
attached is a description of the parent - subsidiary model that ben and i have
been working on over the last few weeks .
comments welcome !
tv
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