creditdotcom projects amitava schedule brainstorming session vasant tanya rakesh ben possible trip monday scheduled vince amitava dhar enron 01 03 2001 08 30 vince j kaminski hou ect ect ben parsons lon ect ect cc vasant shanbhogue hou ect ect subject creditdotcom projects following good summary vasant projects ahead us ben please let know things ready plan trip accordingly thanks amitava enroncredit com working 3 main models fmc model placement model movement model fmc model provides credit default swap price curves 16 ratings 33 industry offsets day model takes previous day trader curves adjusts movement bloomberg yields observed swap prices placement model uses linear regression credit default swap prices using dummified ranges market capitalization liquidity kmv score etc one main issue dataset biased towards investment grade names alternate approaches looked developing separate models separate sunsets names movement model provides alert system news development current involvement houston research group members development modifications placement model especially thinking various single vs multi model approaches help brainstorming better models subsets one main project right get separate model subsidiaries exclude subsidiary names main regression value risk based historical variance covariance approach portfolio model development agenda houston research group members sufficient data collected start reviewing potential analytic relationships get weekly updates london provide feedback plan trip work warrants agenda fairly well drawn data available analysis