Subject: cost of capital presentation
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