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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)
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