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Dear Vince
Thank you for your e-mail. I will certainly use the information I sent you for the brochure. Regarding the workshop, it is now a very pressing matter of time as all the other parts of the convention programme have been sent off to the typesetters and printers. The workshop agenda I sent you was based on what Mark Williams will be presenting on, so I very much require your half of the workshop. I agree that you should add more quantification aspects; can you please provide me with some similar bullet points for the workshop as those I sent you. Just one final issue, should the energy risk workshop title focus specifically on establishing a strong credit risk function, or just establishing a strong risk function? Mark's bullet's indicate a credit risk function, so if you wish to broaden this, please make you bullets reflect this. I will call you later today to discuss this further, though please understand that this is a rather pressing matter. I eagerly await your response in due course. Kind regards Andreas ----- Original Message ----- From: <Vince.J.Kaminski@enron.com< To: <andreas.simou@garp.com< Cc: <Vince.J.Kaminski@enron.com< Sent: Monday, October 08, 2001 8:29 PM Subject: RE: Urgent: GARP 2002 Convention Andreas, The bullet points for Measuring Energy Risk are fine. For the workshop, I can add more quantitative perspective. For example, I can focus on estimating probabilities of default and on measuring future potential credit exposure due to price fluctuations over time. I shall call Mark Williams to discuss additional points with him. I understand we shall offer the workshop together, Vince Kaminski P.S. I am a managing Director, Enron Wholesale Services -----Original Message----- From: "Andreas Simou" <andreas.simou@garp.com<@ENRON [mailto:IMCEANOTES-+22Andreas+20Simou+22+20+3Candreas+2Esimou+40garp+2Ecom+3 E+40ENRON@ENRON.com] Sent: Thursday, October 04, 2001 10:50 AM To: Kaminski, Vince J; vkamins@enron.com Subject: Urgent: GARP 2002 Convention Dear Vince Further to my voicemail message, I am writing urgently concerning the GARP 2002 Convention. Below is the session title that I have for you, as well as the bullet points and your professional details. Please add or amend anything that you feel is necessary: - tackling price volatility, adapting VAR, scenario modelling and regulatory requirements The challenge of modelling price dynamics in the energy markets - seasonality - fat tails - jumps - mean (or floor) reversion Price volatility in the energy markets: definition and estimation Adapting VaR for the energy markets Historical vs. Monte Carlo simulation vs. scenario analysis ? the pros and cons of different approaches Regulatory uncertainty and VaR Vince Kaminski, Managing Director, Research, Enron N.A. Also, I have attached a copy of the energy risk workshop. I is at present very credit risk focussed. Can you provide me with bullets to take it more to workshop on general risk management within energy companies. For example, looking at other issues such as: VaR for energy companies Price volatility Defining responsibilities Understanding the information processes Establishing communication of risk results I look forward to your response as soon as possible as I am already late with the programme going to press. Please do contact me if you have any questions. Kind regards Andreas ______________________ Andreas Simou Conference Director, GARP Tel: +44 (0)20 7626 9301 Fax: +44 (0)20 7626 9900www.garp.com << File: http://www.garp.com << - Energyriskworkshop.doc << File: Energyriskworkshop.doc << ********************************************************************** This e-mail is the property of Enron Corp. and/or its relevant affiliate and may contain confidential and privileged material for the sole use of the intended recipient (s). Any review, use, distribution or disclosure by others is strictly prohibited. If you are not the intended recipient (or authorized to receive for the recipient), please contact the sender or reply to Enron Corp. at enron.messaging.administration@enron.com and delete all copies of the message. This e-mail (and any attachments hereto) are not intended to be an offer (or an acceptance) and do not create or evidence a binding and enforceable contract between Enron Corp. (or any of its affiliates) and the intended recipient or any other party, and may not be relied on by anyone as the basis of a contract by estoppel or otherwise. Thank you. **********************************************************************
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