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Enron Mail |
pls print. thanks. df
---------------------- Forwarded by Drew Fossum/ET&S/Enron on 01/26/2001 03:52 PM --------------------------- From: Dan Fancler 01/26/2001 10:34 AM To: David Port/Market Risk/Corp/Enron@ENRON cc: Vernon Mercaldo/ET&S/Enron@ENRON, Jerry Peters/NPNG/Enron@ENRON, Bob Chandler/ET&S/Enron@Enron, Drew Fossum@ENRON, James Saunders/FGT/Enron@ENRON, Lisa Sutton/FGT/Enron@ENRON, Debbie Moseley/ET&S/Enron@Enron, Lee Ferrell/ET&S/Enron@Enron Subject: Risk Management Caminus David Port, ETS is purchasing a trading system from Caminus to track their transactions. Included in this system are position reports which the Accounting Department will be using to report and determine compliance with the attached policy and procedures, including open positions, VAR, MTM, approval limits, Greeks, credit risk, stress testing, basis positions, confirmations and invoicing. The ETS Risk Management policy requires that our reporting conform to the corporate standards, accordingly your name was given to me as the person who could help direct some of the more technical reporting standards. Caminus is doing an introduction to their system today from 12:00 am to 3 pm in 49c2, however I know you will not be back in town until next week. Vernon Mercaldo is coordinating the installation of the system and will be needing your input relating to Corporate reporting standards. As the project progresses he will be contacting you. Attached are drafts of the ETS Policy and Procedures.
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