Message-ID: <25081271.1075857600086.JavaMail.evans@thyme>
Date: Tue, 8 Aug 2000 10:56:00 -0700 (PDT)
From: john.arnold@enron.com
To: vladimir.gorny@enron.com
Subject: Re: Forward-forward Vol Implementation Plan
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Hello,
Just checking to see if things are progressing as scheduled.  
Thanks,
John


   
	
	
	From:  Vladimir Gorny                           07/31/2000 06:35 PM
	

To: John J Lavorato/Corp/Enron@Enron, Jeffrey A Shankman/HOU/ECT@ECT, John 
Arnold/HOU/ECT@ECT, Debbie R Brackett/HOU/ECT@ECT, Frank 
Hayden/Corp/Enron@Enron, Stephen Stock/HOU/ECT@ECT
cc:  
Subject: Forward-forward Vol Implementation Plan

Plan of action for implementation of the VaR methodology change related to 
forward-forward volatilities:

1. Finalize the methodology proposed (Research/Market Risk) - Done

2. Testing of the new methodology for the Natural Gas Desk in Excel (Market 
Risk)  - Done

3. Get approval for the methodology change from Rick Buy (see draft of the 
memo attached) - John Lavorato and John Sherriff - by 8/7/00
 
 

 - John Lavorato, any comments on the memo?
 - Would you like to run this by John Sherriff or should I do it?

4. Develop and implement the new methodology in a stage environment 
(Research/IT) - by 8/14/00

5. Test the new methodology (Market Risk, Traders) - by 8/27/00

6. Migrate into production (Research/IT) - 8/28/00

Please let me know if this is reasonable and meets everyone's expectations. 
Vlady.