text_combined: fw garp ny minutes credit derivatives meeting december 13 2000 vince make sure get distribution list credit going big issue energy companies banks may need form additional discussion groups volatility energy prices general economic slowdown may cause increase defaults banks primarily interested regulatory impact loan portfolio credit derivatives alternative raising capital selling assets energy companies could use credit derivatives hedge price credit exposure mumma ex csfb md axiom software organizing survey energy credit practices reach 212 248 4188 ext 22 regards philip merrill garp regional director new york 973 258 1540 original message gerber jeannette mailto jeannette gerber csfb com sent thursday december 21 2000 7 34 pm garpnyl home com alev suer amit srivastav andrew ulmer cfa john p felletter claudia cappelli francis owusu gerber jeannette joe pimbley joseph c carrozzo jr lingja zhang marian trano lepisto markus buri maurizio mondello nawal roy sarnj dhanda yicheng zhong john tierney db com tom _ mansley westlb com subject garp ny minutes credit derivatives meeting december 13 2000 dear members credit derivatives group probably wondering would ever get minutes last weeks meeting well sincerely apologize delay always thought time year supposed slow unfortunately opposite case please pay particular attention action points handle meetings successfully everyone actively participates plays role next meeting scheduled enough feedback available wishing happy holidays regards jeannette credit first suisse boston crm credit exposure management new york 1 212 325 9361 fax 1 212 743 2562 minutes garp ny credit derivatives meeting december 13 2000 meeting generously hosted westlb attendees matthew bianco claudia cappelli joe carrozzo jeannette gerber tom mansley philip merrill joe pimbley marian trano lepisto due technical problems attendees received invitations time summary aim first meeting decide topics people involvement format future meetings topics following topics discussed discussion future meetings new models structures available practical work issues credit risk policy isda issues documentation regulatory issues bis capital hedging issues e g embedded options rollover funded vs unfunded etc electronic trading issues general technology issues information new systems available pricing differentials pricing sources current models used pricing var credit event monitoring counterparty suitability action members check credit derivatives colleagues within organization go list complete action members pick topics could lead could organize someone lead people involved involvement depend topic member group lead meeting organize credit derivative professional lead meeting depending topic meeting format expect series evening workshops take place every 6 weeks order get active discussions going participants expected inquire within institutions particular subject discussion treated house feel meetings successful participants actively involved process expect members able host meeting year please let know could host meeting action members check host meeting date venue next meeting announced early january depending feedback topics message named person use may contain confidential proprietary legally privileged information confidentiality privilege waived lost mistransmission receive message error please immediately delete copies system destroy hard copies notify sender must directly indirectly use disclose distribute print copy part message intended recipient credit suisse group subsidiaries reserve right monitor e mail communications networks views expressed message individual sender except message states otherwise sender authorised state views entity unless otherwise stated pricing information given message indicative subject change constitute offer deal price quoted reference terms executed transactions treated preliminary subject formal written confirmation