Re: VAR for business risk

Osman,

Kevin Kindall is working on the
methods for operational risk.

Please, schedule a meeting with him and Tanya
(myself included).

Vince

Osman Sezgen@EES
01/02/2001 02:02 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc:
Subject: VAR for business risk

Vince,

I am sorry that I had to miss the staff meeting today.

I am working on the PremiumPower issues--trying to set up a
meeting with Global Markets. I read their Business Plan and
will talk to Vasant to update him on the types of products they are
developing.

Another set of issues is related to including business risk (non-market risk)
into the VAR calculations. Several groups here need such
methodologies. Can we set up a brainstorming session when your
schedule permits?

Happy New Year,
Osman