Enron Mail

From:sean.crandall@enron.com
To:dcherry@bpa.gov, kwampa01@yahoo.com
Subject:FW: Seminar Followup: RiskMetrics
Cc:
Bcc:
Date:Tue, 15 Jan 2002 13:09:41 -0800 (PST)



-----Original Message-----
From: Heizenrader, Tim
Sent: Monday, January 07, 2002 12:39 PM
To: DL-Portland World Trade Center
Subject: Seminar Followup: RiskMetrics



All:

For those people wanting to learn more about Var calculation and application, I've put a copy of JP Morgan's RiskMetrics documentation on the P: drive under \MidMarketing\RiskMetrics. Of the five documents, Part 2 probably gets most directly at the questions that were being asked in Matt's seminar.

Tim H