Enron Mail

From: jin.yu@enron.com To: tanya.tamarchenko@enron.com Subject: Re: UK: reconciling the spreadsheet and RisktRac VAR numbers Cc: debbie.brackett@enron.com, vince.kaminski@enron.com, rabi.de@enron.com,jin.yu@enron.com, wenyao.jia@enron.com, ganapathy.ramesh@enron.com Bcc: debbie.brackett@enron.com, vince.kaminski@enron.com, rabi.de@enron.com,jin.yu@enron.com, wenyao.jia@enron.com, ganapathy.ramesh@enron.com Date: Fri, 15 Dec 2000 17:16:00 -0800 (PST) Hi, Tanya: The factor loading results for the eff_dt = '12-dec-2000' are available on the RMS_STAGE database. The parameters being used: effective_date = '12-dec-2000' start_date = '12-sep-2000' end_date='12-dec-2000' Please check the result in the database with: factor_def_id = 1510 basis_map_id = 1562 corr_def_id = 1280 Notice: This is only a testing result! Jin Tanya Tamarchenko 12/15/2000 05:20 PM To: Debbie R Brackett/HOU/ECT@ECT cc: Vince J Kaminski/HOU/ECT@ECT, Rabi De/NA/Enron@ENRON, Jin Yu/HOU/ECT@ECT, Wenyao Jia/HOU/ECT@ECT, Ganapathy Ramesh/HOU/ECT@ECT Subject: Re: UK: reconciling the spreadsheet and RisktRac VAR numbers Debbie, we asked DBA to refresh stage this Monday. It was refreshed on Thursday. Jin is running vatrfacs today (Friday) to create correlations and factors . Then, according to our plan, we will ask Ramesh to run VAR on these inputs. We will send the inputs to you to run VAR in the spreadsheet and reconcile the results for UK. Tanya.