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Enron Mail |
A great tool, launched from the right platform. We are definitely making progress around here. Keep it up. Rick
-----Original Message----- From: Andrews, Naveen Sent: Tuesday, July 10, 2001 11:40 AM To: Buy, Rick; Bradford, William S.; Murphy, Ted; Curry, Wanda; Rohauer, Tanya; Brackett, Debbie R.; Ruane, Mark; Wilson, Mark K; Harris, Molly; Carson, Rick L.; Mcginnis, Stephanie; Walker, Mark A.; Adams, Matthew; Andrews, Naveen; Dalia, Minal; Davenport, Lacrecia; Figueroa, Xochitl; Gorny, Vladimir; Hagelmann, Bjorn; Hayden, Frank; Khanna, Bharat; Nordstrom, Mary; Paraschos, Nick; Phillips, Rebecca; Port, David; Presley, Mike E; Reasoner, Monica; Bellinghausen, Lynn; Schmidt, Darin; Schultz, Cassandra; Suttle, John; Thomas, Mark; Vonderheide, Scott; Valdez, Veronica; Yuan, Ding; Zipter, Rudi; Barbour, Karen L.; Crews, David; Geraldo, Emy; Gorte, David; Hachen, James; Larson, Bradford; Ledlow, James; Metoyer, Pam; Petersen, Randy; Schlemmer, Jack; Schneider, Chip; Tribolet, Michael; Wilson, Shona; Abel, Chris; New, James; Trenholme, Fergus Subject: Extreme VaR The Extreme VaR functionality is now operational on the RaC website. The testing phase is completed, but ongoing calibration and fine-tuning will continue. Extreme VaR represents a complement to Regular VaR, but concentrates on the Extreme Tail regions. The default shown on the screen is at 99.7%. It can easily be set up for any portfolio of interest and at a user-specified confidence level. The following document summarizes the procedure to invoke it from your websites. Let me know if you have any questions. Naveen Andrews (58668). << File: EVARCustomizeProcedure.doc <<
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