The below is speculation (there is no date mentioned anywhere, please do not assume I am talking about one):

If Sony would (at one point) anounce a PS3 Slim for release in say 3 months, it would be expected that the PS3 sales would go way down for the remaining period (see PSP sales before PSP3000 in Japan). Also, I as expect that Sony would still be making an good number of PS3's each month at the time of the announcement, the prospect of a slimer, possibly cheaper PS3 would put the production of the current model plus the say roughly 1 million units on shelves and storage or transit at the moment ofthe announcement, in the risk of not being sold eva. Since the PS3 Slim would be cheaper to manufacture, selling the PS3 fat at a lower price that the new and more atractive PS3 slim, to compensate, would mean that it would sell at a signifficant loss.

So I'm puzzled. How would such a scenario happen without loosing lots of moneys in the process?

Sony (or MS in the case of a 360 slim) would want to:

1. Delay the announcement of the new hardware version until as close as possible to launch, not 3 months in advance.
2. Wind down production of the Fat version, and reduce inventory levels before the announcement.
3. When the slim is announced, add a software bundle to the fat version, and a drop to the same price as the slim version.  There is now a incentive to buy the older fat version over the slim version.  For example: PS3 Fat w/ Uncharted same price as PS3 slim)
   

I have a problem with that, since it's not possible to witheld that information to more than 3 moths before the release. So I think that there would be at least a 3 moth before anouncement. 

I would also argue that, since a Slim version would probably come with a price cut too(not necessarely big), an early anouncement would convince some potential buyers to wait and not by the 360, or possibly even the Wii, in the meantime.

Doubtful.  Even with the cut, it would still be more expensive than either of those systems.  With PS3's current standing in the industry, this whole idea can only hurt them.

PS2 Slim Officially announced: Sep 21st 2004

PS2 Slim launch date: November 1st, 2004 (US/Europe) Nov 3rd (Japan)

Source: http://www.joystiq.com/2004/09/21/pstwo-somewhat-mythical-becomes-slim-reality/

There were rumors of a PS2 slim way before an officiall announcement though.  If there is a PS3 slim coming this fall, don't expect an official announcement at E3.