Typically, in a variation of the Allais experiment, subjects are asked to consider two different lotteries one with a big probability of winning a small prize and another with a smaller probability of winning a big one.

ECONOMIST: News from the lab

Meanwhile, the two big banks, along with others, are defendants in civil suits by Enron shareholders, are likely subjects of criminal probes and have seen their analysts embarrassed for their rank ignorance about what Enron was doing.

FORBES: Big Banks Prepaying The Piper