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Enron Mail |
Vince-
It seems like we should be able use MG's V@R methodology as version 1.a if the credit component is eliminated and the hold period is conformed to our one day interval. Could we do this and achieve an approximation of where you want to be with the completion of Anjam and Tamara's work? When submitting a request for Interim Metals Trading Policy to Rick Buy and Jeff Skilling, I'd very much like to represent that, while our methodology may be imperfect, we have ways + means of tracking V@R right now that will be upgraded to Enron standards in very short order. Thoughts?
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