Subject: fw : draft dash of dwr
louise ,
this draft is very preliminary . we have not received any input from the market risk group or regulatory . i have passed for comments to david port and jim steffes . my initial view on risk adjusted capital for market risk is that it will be zero based on the offsetting position currently in the book . we will have more information in the morning .
we can discuss further tomorrow .
thanks ,
bill
- - - - - original message - - - - -
from : ngo , tracy
sent : tuesday , march 27 , 2001 5 : 22 pm
to : kitchen , louise
cc : bradford , william s .
subject : draft dash of dwr
louise ,
per the request of bill bradford , attached please find an initial draft of the dash for the dwr put option . please note that we are waiting on a final , legal risk memorandum as well as comments from jim steffes for the regulatory risks .
please let us know if you have any questions or initial comments .
regards ,
tracy