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Enron Mail |
One of Market Risk's primary responsibilities is to review Enron's trading
activities and provide feedback to management, and management's expectation is that this is feedback and analysis is provided at the beginning of the Houston trading day. Global Risk Management Operations in Houston is now providing Market Risk with a Enron Consolidated Preliminary DPR prior to 8 a.m. Houston time, for use in Market Risk's morning meeting where we review all of Enron's trading activities from the prior day. The only information missing from this is the UK, and I understand we do not receive the London DPR until 10:30a.m, 4:30pm your time. I'm sure you're working toward obtaining a final DPR earlier in the day, but meanwhile, we'd like to obtain a preliminary DPR that Global Ops can consolidate for Houston management's use first thing in the morning, as decisions need to be made each day based on Enron's consolidated exposure, etc.. We understand they're preliminary, but we work off preliminary #s from Houston, and I expect with the 6 hour time difference, your preliminary #s will be much firmer than ours. We can start with just P/L and VaR, so it's not that many #s we need. I'm hoping when we get the RisktRAC feeds complete we'll be able to see positions earlier as well. Please let us know when we can begin receiving this information. Thank you, Cassandra Schultz VP, Market Risk Management work 713 853 0429 cell 713 858 2618 home 936 321 2185
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