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Enron Mail |
Andreas,
This looks OK. I look forward to receiving a formal confirmation from you. Vince "Andreas Simou" <andreas.simou@dynamic-events.com< on 08/17/2000 11:49:29 AM To: <Vince.J.Kaminski@enron.com< cc: Subject: Re: The GARP 2001 Convention: invitation to Speak Dear Mr Kaminski Thank you very much for agreeing to speak at the GARP 2001 Convention. I will be sending you a formal letter of confirmation in the next few days, in the meantime I have selected the session below for you and included some preliminary details; are these correct? I apologize if your details are not correct but this is the information that was available to me. Is the title of the session to you liking, or would you like to 'spice it up' a little? Measuring Energy Risk - Tackling Price Volatility, Adapting VaR, Scenario Modelling and Regulatory Requirements Vince Kaminski, Head of Quantitative Research, Enron Energy Once again, thank you for agreeing to participate and I look forward to working with you on this event. Kind regards Andreas ----- Original Message ----- From: <Vince.J.Kaminski@enron.com< To: <andreas.simou@dynamic-events.com< Cc: <Vince.J.Kaminski@enron.com< Sent: Thursday, August 17, 2000 5:22 PM Subject: Re: The GARP 2001 Convention: invitation to Speak Andreas, I shall be glad to speak. I can address topic 2 or 4 (energy risk or volatility). Vince Kaminski "Andreas Simou" <andreas.simou@dynamic-events.com< on 08/15/2000 09:58:26 AM To: <vkamins@enron.com< cc: Subject: The GARP 2001 Convention: invitation to Speak INVITATION TO SPEAK GARP 2001 The 2nd Annual Risk Management Convention 13(superscript: th) & 14(superscript: th) February, 2001 ? Marriott World Trade Center, New York Dear Kaminski Further to my telephone conversation today with your secretary, Shirley Crenshaw, and on behalf of the Global Association of Risk Professionals, I have great pleasure in inviting you to speak at our 2(superscript: nd) Annual Risk Management Convention ? GARP 2001. This event has rapidly establishing itself as the risk management industry's most important meeting point. GARP 2000 reflected the key concerns of risk management experts world-wide, with over 400 attendees in its first year. Three simultaneous streams address traditional pricing and risk management techniques, along with specialised streams addressing new sectors, such as the corporate world and the insurance industry. With a speaker panel of over 55 senior and executive financial professionals from investment banks, regulatory bodies, asset management firms, academics, insurers/re-insurers, corporate and system providers this is THE financial risk management event of the year. Key areas that this Convention will consider include Market Risk (stress testing, liquidity, jump diffusion, EVT), Credit Risk (regulation, modeling, stress testing, credit portfolio management, credit derivatives), Operational Risk, (regulation, data, modeling, validation, EVT) Advanced Asset & Liability Management, Corporate/Energy Risk Management and the Insurance & Capital Markets. From my research and discussions with experts in this arena your name was highly recommended as a speaker for this event. Below is the stream on Corporate / Energy Risk Management and I had in mind ONE of the sessions below for you. Also, the topic titles are provisional and I am open to suggested alterations. Corporate/Energy Risk Management Modelling Corporate Risk ? Risk Management from a Shareholder Value Perspective Measuring Energy Risk ? Tackling Price Volatility, Adapting VaR, Scenario Modelling and Regulatory Requirements Forward Pricing ? Construction of the Forward Curve, Correlations, Transparency Issues The Volatility Challenge ? Modelling Price Volatility and Examining the New Products Designed to Stabilise Volatility Energy Credit Risk Management GARP is a not-for-profit, independent organisation of risk management practitioners and researchers from leading financial institutions world-wide. GARP's mission is to facilitate the exchange of information, developing educational programs and promoting standards in the area of financial risk management. For more information please refer to our web site: www.garp.com I sincerely hope you will be able to accept this invitation and I look forward to hearing from you in due course. Should you have any questions please do not hesitate to contact me, otherwise I will call you again on to discuss this further. Best regards Andreas PS I have also attached a copy of GARPs 2000 program for your attention. ____________________________ Andreas Simou GARP 2001 - Conference Producer Tel +44 (0) 20 7626 9301 Fax +44 (0) 20 7626 9900 (See attached file: Draft programme.doc) (See attached file: g2000b&wlowr.pdf)
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