RE: VaR

thanks

-----Original Message-----
From: Postlethwaite, John
Sent: Wednesday, December 05, 2001 2:17 PM
To: White, Stacey W.
Subject: RE: VaR

I think what was happening with the VaR is that we would like the POS with VaR in the evening but not relink in the morning when they run the VaR p/l so the numbers in the pos are a day behind.

John

-----Original Message-----
From: White, Stacey W.
Sent: Wednesday, December 05, 2001 12:04 PM
To: Postlethwaite, John
Subject: RE: VaR

I was comparing the 'Position by Trader PRINT' tab in WestPos to the VaR report (Nov. 26 for example).

I would hope the rules for carrying over a week will still apply, but I have not heard anything concrete. I'll see what I can find out.

Stacey

-----Original Message-----
From: Postlethwaite, John
Sent: Wednesday, December 05, 2001 10:36 AM
To: White, Stacey W.
Subject: VaR

Stacey, I have checked the VaR numbers in the DPR against the date specific VaR reports for several days and they tie out. Can you tell me which reports you were looking at.

Any news on running the DPR's? Do you know what happens with unused vacation time?

John