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Enron Mail |
John:
I will be here most of the week, and am looking forward to working with Niamh C. I will also check the availability of people in Vince K. group as well as Naveen Andrews in ours. Regards Bjorn H. John L Nowlan 24/10/2000 10:32 To: Bjorn Hagelmann/HOU/ECT@ECT cc: Ted Murphy/HOU/ECT@ECT Subject: Re: Liquids Limits Oct. 20 Bjorn, Niamh Clarke is going to come to houston from mon afternoon to friday next week to work on nVAR. She developed VAR models for Mitsubishi and has lots of experience in this area. Can you please provide her with the best people we can from research and RAC so we can try and get a better understanding and more confidence in our model. I'm sure you agree with me that if my group is going to make any progress we need to get this sorted. thanks in advance. ---------------------- Forwarded by John L Nowlan/HOU/ECT on 10/24/2000 09:51 AM --------------------------- From: Bjorn Hagelmann 10/24/2000 07:31 AM To: John L Nowlan/HOU/ECT@ECT cc: Scott Earnest/HOU/ECT@ECT Subject: Re: Liquids Limits Oct. 20 I think we need to sit down and talk about developing reporting that will show the risk in the books. At this point and time it can be derived, but only if you know what to look for. I would appreciate if you had some time to do so. Regards Bjorn H John L Nowlan 23/10/2000 13:10 To: Christian LeBroc/Corp/Enron@ENRON, Scott Earnest/HOU/ECT@ECT, Bjorn Hagelmann/HOU/ECT@ECT cc: Subject: Re: Liquids Limits Oct. 20 looking at these numbers i think the VAR model must be waaaaaaaaaay over calcing something, most likely the spreads. the net and outright product position are negligible. Seems it would take one hell of a daily move to loose 12.7 on these positions.
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