credit reserve update done recent analysis since end january maybe even end december rod nelson tanya rohauer relook impact changing yield curve credit reserve lot improvements need make current methodology time resources dedicate bill vince j kaminski 02 17 2000 10 14 william bradford hou ect ect cc vince j kaminski hou ect ect subject credit reserve update bill recent vincent update going credit model another issue increasingly concerned general approach generation probabilities default recent developments credit markets likely change completely dynamics levels interest rate spreads curious looked credit reserve based current yield curves last days vince forwarded vince j kaminski hou ect 02 17 2000 09 05 vincent tang 02 15 2000 05 12 pm vince j kaminski hou ect ect cc grant masson hou ect ect tanya tamarchenko hou ect ect subject credit reserve update