RE: Reply

thanks for your help. Due to my lack of a complete understanding of VaR, can you give me a lesson if you find out exactly why. All I have ever changed are the correlations. Thanks.
PL

-----Original Message-----
From: Khanna, Bharat
Sent: Friday, October 05, 2001 8:57 AM
To: Love, Phillip M.
Subject: RE: Reply

Will Look itnto it. Suspect it's curve mappings
Bharat

-----Original Message-----
From: Love, Phillip M.
Sent: Friday, October 05, 2001 8:45 AM
To: Khanna, Bharat
Subject: RE: Reply

I think that the correlations for the points in the Aruba book must be different. Her position is 5 contracts long in the book and her VaR is $500K. Is there any way you can tell me the correlations that are being used for the points that she has positions at in that book? The pub codes are : IF-NNG/VENT, NGI/CHI. GATE, CHI./N/BORDER, NGPL-IOWA0ILLIN,UF-NGPL/OK-NW, NGI/CHI./PEOPLE,NGI/CHI./NIPSCO,ML7/CG. Any help you can provide would be much appreciated. Thanks.
PL

-----Original Message-----
From: Khanna, Bharat
Sent: Thursday, October 04, 2001 3:25 PM
To: Love, Phillip M.
Subject: Reply

Hey Phillip,
I'm a little busy right now but, will be by later. Hope the graphs below get you started?
Bharat

<< OLE Object: Picture (Device Independent Bitmap) <<

<< OLE Object: Picture (Device Independent Bitmap) <<