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To: Earlie who wrote (108769)6/14/2001 12:36:22 PM
From: LLCF  Read Replies (1) | Respond to of 436258
 
<the risk profile of our loan portfolio is rising dramatically".>

Hey, I can invent a derivative to handle that!!! Look, I'll do the BBB-CCC credit spread 1 year knock out poot for 100bps.... but I wan't the premium in Euro's based on todays exchange rate if it's more than 5% higher vs $US at that time.

Whew! Everythings fine now... we're all hedged.

DAK