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Enron Mail |
Looks good.
-----Original Message----- From: Gorny, Vladimir Sent: Monday, July 02, 2001 6:58 PM To: Presto, Kevin M.; Herndon, Rogers Subject: RAC - EES Initiatives Kevin and Rogers, Pursuant to our brief conversations today regarding RAC's Market Risk Group involvement with EES, I have put together an org chart and a list of activities we are currently engaged in. A great deal of these activities are expectations of Rick Buy, however, many of them may be consistent with your expectations. People: Vlady Gorny Overall responsibility LaCrecia Davenport EES East Minal Dalia EES West (in Portland) Darin Schmidt EES Deal Review Scott Vonderhide Contract Review (full-time) *all of the above individuals participate in the contract review on a part-time basis Activities: - Daily review and analysis of positions, P&L, VaR and Component VaR - Review and evaluation of new deals - Periodic review of curves - Stress tests by region (NY, Illinois, etc.) - Periodically review and analyze EES models - Development of risk metrics for EES (regulatory, EAM, etc.) - Ad-hoc analysis and projects (DASRing, CA issues, etc.) - Consulting on risk management framework development - Coordination between underwriting, structuring, RM and corporate RM - Facilitate limit infrastructure - Administer and ensure compliance with the Enron Corp. Risk Management Policy
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