credit exposure model bill ,
attached are the spreadsheet for the credit exposure model and the xll file .
we have
performed some tests and the numbers looked reasonable . however , more
extensive
testing using realistic data is needed . we would like to pass the model to
you so you can
have someone check it more extensively and compare the model with what you
are using .
also , please kindly inform me of any suggestions to improve the model as well
as
any problems you may find .
i can be reached at 31631 .
best ,
alex
credit exposure model
bill ,
attached are the spreadsheet for the credit exposure model and the xll file .
we have
performed some tests and the numbers looked reasonable . however , more
extensive
testing using realistic data is needed . we would like to pass the model to
you so you can
have someone check it more extensively and compare the model with what you
are using .
also , please kindly inform me of any suggestions to improve the model as well
as
any problems you may find .
i can be reached at 31631 .
best ,
alex