re : arthur andersen model validation request gilian ,
no , we don ' t additional need more data . i understand stinson gibner has
already sent you a reply with
his findings .
vince
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
x 30968
- - - - - - - - - - - - - - - - - - - - - - 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 x 30968 .
thank you so much for all of your help .
gillian
1 .
2 .
re : arthur andersen model validation request
gilian ,
no , we don ' t additional need more data . i understand stinson gibner has
already sent you a reply with
his findings .
vince
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
x 30968
- - - - - - - - - - - - - - - - - - - - - - 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 x 30968 .
thank you so much for all of your help .
gillian
1 .
2 .