FW: Dailies w/ Prudency

Jeff - thanks for your help - fortunately the VaR still backtests ok using your corrected data. But did we really have a curve shift of $439MM on September 14th, as your analysis suggests?
Stacey - power is ok too
Tks
DP

-----Original Message-----
From: Hayden, Frank
Sent: Thursday, December 13, 2001 5:06 PM
To: Port, David
Subject: FW: Dailies w/ Prudency

-----Original Message-----
From: Gossett, Jeffrey C.
Sent: Wednesday, December 12, 2001 3:19 PM
To: Hayden, Frank
Cc: White, Stacey W.
Subject: FW: Dailies w/ Prudency

Help yourself. I would not recommend using the numbers that you and David are trying to use. They are out of a table in ERMS that has no relevance to how the books are calculted. Unless of course, you and David know something that I don't and you guys want to start running p&l's . Please make sure you run by John anything that you plan on giving anyone.

Thanks

-----Original Message-----
From: Gossett, Jeffrey C.
Sent: Wednesday, December 12, 2001 9:53 AM
To: Lavorato, John
Subject: Dailies w/ Prudency

Here is the correct file.