---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/03/2001 
03:09 PM ---------------------------


Alex Huang@ENRON
01/02/2001 10:21 AM
To: wbradfo@enron.com
cc: Vince J Kaminski/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT, Zimin 
Lu/HOU/ECT@ECT 
Subject: 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
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