Angelika.

Yes.

Vince





Angelika Staude <AStaude@iirltd.co.uk< on 04/12/2001 03:01:25 AM
To: "'Vince.J.Kaminski@enron.com'" <Vince.J.Kaminski@enron.com<
cc:
Subject: RE: PoweRisk 2001 - Your Invitation


Vince,

Brilliant, thanks. Same sub points, same bio?

Best regards,

Angelika Staude
Director Gas & PoweRisk 2001

Tel: 0044 207 915 5675
Fax: 0044 207 915 5101
www.icbi-uk.com/powerisk


-----Original Message-----
From: Vince.J.Kaminski@enron.com [mailto:Vince.J.Kaminski@enron.com]
Sent: Wednesday, April 11, 2001 6:59 PM
To: AStaude@iirltd.co.uk
Cc: Vince.J.Kaminski@enron.com
Subject: Re: PoweRisk 2001 - Your Invitation




Angelika,

Thanks for the invitation.
Yes, I shall be glad to attend and repeat the same presentation.

Vince





Angelika Staude <AStaude@iirltd.co.uk< on 04/09/2001 04:19:08 AM

To: "'vince.j.kaminski@enron.com'" <vince.j.kaminski@enron.com<
cc:
Subject: PoweRisk 2001 - Your Invitation






PoweRisk 2001

The Global Premier ForumforEnergy Trading & Risk Management

6th - 9th November 2001, Paris


Dear Mr Kaminski,

I am responsible for the programme of this year's PoweRisk conference in
Paris. Helyette Geman has informed me that she has contacted you
concerning the workshop and that you are happy to do it with her again
this year - brilliant!

I would like to know if you are also interested in delivering a paper
again. The audience in previous years greatly appreciated your
contribution, and I would me more than happy if you could join us again.

To give you an idea of the programme so far, these are the ("technical")
topics that are already covered:



Chris Strickland: Forward Curve Models with Jumps for the Pricing of
Exotic Energy Contracts

multi-factor forward curve models for the valuation of energy contracts
adding jumps
applying the models to exotic energy options
extensions to multiple energy contracts

Les Clewlow: Valuation and Risk Management of Virtual Power Stations and
Gas Supply Agreements

Structures of Gas Supply Agreements (GSA)
Relationships between Physical and Virtual Power Stations (PPS/VPS)
Valuation methods for GSA's and VPS's
Risk Analysis of GSA's and VPS's



Derek Bunn, Professor of Decision Sciences, LONDON BUSINESS SCHOOL:
Analysing The Impact Of NETA On Market Efficiency & Volatility In The UK
Energy Market


Chris Harris, Director of Market Development.Operations and Engineering,
INNOGY: Applying Cutting-Edge Portfolio Management Theory In Order To
Optimise Your Risk Exposure

Establishing and valuing the key factors using a bottom up approach
Looking at the interconnection between key factors
The treatment of the risk of infrequent but high impact events

Peter Nance, Principal, TEKNECON: Combining Power Systems And Monte Carlo
Simulations For Effective Pricing

Dan Mansfeld, Head of Risk Control, VATTENFALL: Assessing The Benefits
And Risks Of Using Derivatives As Part Of Your Risk Management Strategy

Spyros Maragos: Analysing New Approaches To Building Forward Curves From
Available Market Data

Tamara Weinert, Credit and Contracts Manager, MIRANT ENERGY:
Successfully Measuring & Managing Credit Risk

What is Credit Risk?
Major changes in the industry and their impact on Credit Risk
Effects of new risk profiles on credit appetite: Credit analysis; Limit
Setting; Risk Reducing Structures
Importance of Credit in the Organizational Structure: Reporting;
Dependence; Structure of Credit Department

Brett Humphreys: Examining Cutting-Edge Credit Exposure Mitigation Tools:
Combining Counterparty and Portfolio Credit VaR Techniques

Helyette Geman: Pricing of exotic energy derivatives and structured
contracts

Please let me know if you are interested in joining the PoweRisk 2001
speaker panel, and which topic you would like to cover. I think that
something along the lines of last year's talk (State-of-the-Art Volatility
And Correlation Estimation Techniques For Multiple Energy Portfolios)
would be brilliant again, but please feel free to chose something else
that has not been covered yet.

I look forward to hearing from you,

Kind Regards,
Angelika Staude

Director PoweRisk 2001

Tel: 0044 207 915 5675
Fax: 0044 207 915 5101


PS: For your information, please find enclosed a list of confirmed
speakers for PoweRisk 2001.
(See attached file: Confirmed Speakers.doc)