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Enron Mail |
INVITATION TO SPEAK
=20 GARP 2001 =20 The 2nd Annual Risk Management Convention =20 13th & 14th February, 2001 =01) Marriott World Trade Center, New York =20 Dear Kaminski Further to my telephone conversation today with your secretary, Shirley =20 Crenshaw, and on behalf of the Global Association of Risk Professionals, I= =20 have great pleasure in inviting you to speak at our 2nd Annual Risk=20 Management Convention =01) GARP 2001.=20 This event has rapidly establishing itself as the risk management industry= =01,s =20 most important meeting point. GARP 2000 reflected the key concerns of risk = =20 management experts world-wide, with over 400 attendees in its first year.= =20 Three simultaneous streams address traditional pricing and risk management= =20 techniques, along with specialised streams addressing new sectors, such as= =20 the corporate world and the insurance industry. With a speaker panel of ov= er=20 55 senior and executive financial professionals from investment banks,=20 regulatory bodies, asset management firms, academics, insurers/re-insurers= ,=20 corporate and system providers this is THE financial risk management event= =20 of the year.=20 Key areas that this Convention will consider include Market Risk (stress = =20 testing, liquidity, jump diffusion, EVT), Credit Risk (regulation, modeling= , =20 stress testing, credit portfolio management, credit derivatives),=20 Operational Risk, (regulation, data, modeling, validation, EVT) Advanced= =20 Asset & Liability Management, Corporate/Energy Risk Management and the=20 Insurance & Capital Markets. From my research and discussions with experts in this arena your name was = =20 highly recommended as a speaker for this event. Below is the stream on=20 Corporate / Energy Risk Management and I had in mind ONE of the sessions= =20 below for you. Also, the topic titles are provisional and I am open to=20 suggested alterations. =20 Corporate/Energy Risk Management =20 Modelling Corporate Risk =01) Risk Management from a Shareholder Value =20 Perspective Measuring Energy Risk =01) Tackling Price Volatility, Adapting VaR, Scenari= o =20 Modelling and Regulatory Requirements Forward Pricing =01) Construction of the Forward Curve, Correlations, =20 Transparency Issues The Volatility Challenge =01) Modelling Price Volatility and Examining the = New=20 Products Designed to Stabilise Volatility=20 Energy Credit Risk Management GARP is a not-for-profit, independent organisation of risk management =20 practitioners and researchers from leading financial institutions=20 world-wide. GARP=01,s mission is to facilitate the exchange of information= ,=20 developing educational programs and promoting standards in the area of=20 financial risk management. For more information please refer to our web=20 site: www.garp.com I sincerely hope you will be able to accept this invitation and I look =20 forward to hearing from you in due course. Should you have any questions=20 please do not hesitate to contact me, otherwise I will call you again on t= o=20 discuss this further. Best regards Andreas PS I have also attached a copy of GARPs 2000 program for your attention. ____________________________ Andreas Simou GARP 2001 - Conference Producer Tel? +44 (0) 20 7626 9301 Fax +44 (0) 20 7626 9900 - Draft programme.doc - g2000b&wlowr.pdf
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