fw enron credit model docs comparative model study sent professor duffie stanford iris mention ben papers edited combined coherent review vince iris mack enron enronxgate 04 23 2001 01 49 pm vasant shanbhogue enron enronxgate vince j kaminski hou ect ect amitava dhar corp enron enron cc subject fw enron credit model docs comparative model study sent professor duffie stanford hi attached bit feedback ben regarding papers listed help thanks iris original message parsons ben sent monday april 23 2001 3 05 mack iris subject enron credit model docs comparative model study sent professor duffie stanford hi iris would include paper 8 paper 7 supersedes also much rewriting papers envisage date written poorly time pressure envisage eventually sending duffie thanks ben iris mack enron enronxgate 21 04 2001 22 30 cdt ben parsons lon ect ect cc vasant shanbhogue enron ou na cn recipients cn notesaddr cn e 6795104 40 ff 9820 86256525 68 daao ex enronxgate vince j kaminski hou ect ect scott salmon eu enron enron bryan seyfried lon ect ect nigel price lon ect ect tomas valnek lon ect ect george albanis lon ect ect markus fiala lon ect ect craig chaney enron enronxgate kim detiveaux enron enronxgate amitava dhar corp enron enron tanya tamarchenko hou ect ect mike mumford lon ect ect subject enron credit model docs comparative model study sent professor duffie stanford hi ben think read papers used comparative model study sent professor duffie stanford documents listed please let know omitted however get impression begging papers read try transform notes draft professor duffie thanks iris list papers comparative model study 1 actively managing corporate credit risk new methodologies instruments non financial firms r buy v kaminski k pinnamaneni v shanbhogue chapter risk book entitled credit derivatives application risk management investment portfolio optimisation 2 neural network placement model george albanis enroncredit 12 22 00 3 pricing parent companies subsidiaries model description data requirements ben parsons tomas valnek research group 4 survey contingent claims approaches risky debt valuation j bohn www kmv com products privatefirm html 5 kmv edf credit measure probabilities default sellers vasicek levinson www kmv com products privatefirm html 6 riskcalc private companies moody default model moody investor service global credit research 7 discussion document asset swap model ben parsons research group 4 20 01 8 asset swap calculator detailed functional implementation specification version 1 0 ben parsons research group 9 discussion document live libor bootstrapping model ben parsons research group 4 20 01 10 modelling behind fair market curves including country industry offsets nigel price enron credit trading group 11 pricing portfolios default swaps synthetic cbos moody versus full monte carlo nigel price enron credit trading group 12 placement model vl 0 discussion document ben parsons research group 2000 13 credit pricing methodology enroncredit com ben parsons research group 14 correlation critical measure calculating profit loss synthetic credit portfolios katherine siig enron credit group 15 discussion document var model enron credit ben parsons research group 1 3 01 16 methodology implement approximate var model credit trading portfolio kirstee hewitt research group