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Enron Mail |
Here is the language for the risk control slide. Sorry I can't send it to you as a slide but what they sent me was actually 31 slides that Ken and I've distilled down to one.
Enron Risk Assessment and Control (RAC) Market Risk Management Policy approved by Board of Directors Trading Limits Value at Risk daily reports -- stress testing Application of Extreme Value Theory Credit Risk Management Counterparty credit exposure aggregation and management Counterparty Value at Risk models Segregation of Duties; Independence of RAC optimizes focus on risk identification and performance measurement
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