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Enron Mail |
hello Vince--had a question for you--do you know these guys by any chance? Sam of course is a known quantity, but the firm is unknown to me. The attached paper they submitted for the risk desk I think is compelling and we're working to have it included in this week's issue--any comments?
Best, John From: "JP Crametz" <jp@oncept.net< To: <johns@scudderpublishing.com< Subject: article submission Date: Mon, 28 Jan 2002 18:14:28 -0800 X-Mailer: Microsoft Outlook IMO, Build 9.0.2416 (9.0.2911.0) Importance: Normal Hi: I would like to submit an article on a fast Risk Evaluation and Profiling methodology to the Risk Desk. Fast REP is a powerful graphical method to compare risk management policies. It focuses on extreme potential losses and potential pain points. While having some similar characteristics with the VAR (Value at Risk) framework and the Nobel-prize winning Markowitz model of variance minimization for a prescribed mean rate of return, it shifts the focus from an investment orientation to a risk management perspective extremely appropriate for a variety of industries, such as energy or telecom. This methodology has been created by Stanford University Prof Sam Chiu and myself, and is now being applied as consulting services by Oncept. Attached is a copy of an unpublished article on the subject. We will adapt it or modify it to fit your editorial constraints, should you be interested. Please see below for a partial list of other articles published by the same authors. Thanks, JP Crametz Director, Oncept Inc. 650-462-7202http://www.oncept.net Partial list of publications: Surprising Pricing Relationships: (Published in Risk Magazine Spec. Report, July 2000) Commodity Pricing Fundamentals and Telecommodity Applications (from the Telecoms Trading Revolution, Risk Books, 2000). Looking Forward: The Development of Bandwidth Market Liquidity (in : Energy Convergence: The Beginning of the Multi-Commodity Market - May 2002 - Wiley finance)An Introduction to the Bandwidth trading market : (from Global Communications - May 200) John Sodergreen Editor-in-Chief Scudder Publishing Group, LLC ph: 410/923-0688 fax: 410/923-0667 johns@scudderpublishing.com The Desk, New Power Executive The Risk Desk, The Bandwidth Desk - FastREP.PDF
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