Re: VAR and Credit meeting on Wednesday, April 11 at 11:30 am

From: tanya.tamarchenko@enron.com

To: vince.kaminski@enron.com, vladimir.gorny@enron.com,debbie.brackett@enron.com, wenyao.jia@enron.com, naveen.andrews@enron.com, jaesoo.lew@enron.com, zhiyong.wei@enron.com, rabi.de@enron.com, william.bradford@enron.com, dave.wei@enron.com, jason.sokol

Subject: Re: VAR and Credit meeting on Wednesday, April 11 at 11:30 am

Cc:

Bcc:

Date: Mon, 9 Apr 2001 20:13:00 -0700 (PDT)

Everybody,

this week our regular meeting will be devoted primarily to 2 subjects:
1. Simulating power prices in VAR;
2. Capturing correlations across commodities as well as across term structure of
forward prices.

Research will present some suggestions based on data analysis.

Detailed agenda is enclosed.

Please, let Shirley Crenshaw know if you are not planning to attend.

Tanya.