Message-ID: <11535602.1075840876726.JavaMail.evans@thyme> Date: Mon, 2 Apr 2001 03:56:00 -0700 (PDT) From: john.sherriff@enron.com To: lkitchen@enron.co.uk Subject: Cost of Capital presentation Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: John Sherriff X-To: lkitchen X-cc: X-bcc: X-Folder: \ExMerge - Kitchen, Louise\'Americas\Mrha\OOC X-Origin: KITCHEN-L X-FileName: louise kitchen 2-7-02.pst Maroun Abboudy is working with Joe Defner on Fund Flow concepts but I am really focusing more on trading deals we can do to bring in funds flow at a cost far lower than the structured Global Finance deals we have done in the past. Will keep you posted. John ---------------------- Forwarded by John Sherriff/LON/ECT on 02/04/2001 06:54 --------------------------- Maroun Abboudy 30/03/2001 12:09 To: John Sherriff/LON/ECT@ECT cc: Paul Chivers/LON/ECT@ECT Subject: Cost of Capital presentation John, As promised please find attached the updated Capital Charge presentation for you to distribute to department heads. I am still working on more examples to present. I am considering the effect of the cost of capital curves in valuing option premia. I will have to discuss with RAC. I am setting up meetings with Risk management starting monday to see how we are going to implement the Charge in teh Book. I will be trying to sit with yourself as well and discuss how you see the charge/benefit flowing through the different books. We have also discussed the cost of capital concept with Joe Deffner from EGF-NA (they are working on a similar concept with Louise) and will be liaising weekly with them from Funds Flow pricing signals. maroun