Enron Mail

From:andreas.simou@garp.com
To:vkaminski@aol.com
Subject:Re: (no subject)
Cc:vkamins@enron.com
Bcc:vkamins@enron.com
Date:Mon, 10 Sep 2001 07:23:33 -0700 (PDT)


No problem, Vince. I will certainly put you on the programme on the following subject:
Measuring energy risk

Vince Kaminski, Managing Director, Research, Enron N.A.
Are your details correct? Also, would you like to expand on the topic title? Maybe include something about VaR, regulatory requirements and/or price volatility?

Regarding the workshop: Mark's e-mail is MTWilliams@edisonmission.com , his telephone is 617-912-6000. Since I am due to go to press this week (inevitably, it always comes down to a mad rush!), would it be possible for yourself and Mark to devise a programme for the brochure? Or, please send me, and Mark, your half of the programme and I will get his half of the agenda. If at all possible, maybe you (or we) could have a telephone conversation and decide on an agenda for the brochure.

I very much look forward to your response in due course and to working with you once again.

Kind regards

Andreas

----- Original Message -----
From: VKaminski@aol.com
To: andreas.simou@garp.com
Cc: vkamins@enron.com
Sent: Sunday, September 09, 2001 6:58 PM
Subject: (no subject)
Andreas,
I take advantage of the weekend to catch up with my mail. A few points:
1. I would be glad to speak at the energy risk stream. I can cover either
point 1, or 8 or 6 (in this order of preference ).
2. Regard Mark Williams, I would be glad to work with him on "Setting up a
credit risk function for energy companies." I can send both to you and him a
reprint of a paper on this topic that I co-authored (to identify some issues
of interest to me) and I am sure that we can split the territory between the
two us. Please, send me your and Mark's mailing addresses.
The second topic (RAROC) is more fuzzy and we may need to hold a 3-way
conference call on this subject. Everybody defines RAROC differently.
Please, feel free to forward my message to Mark.