Message-ID: <8856176.1075857592648.JavaMail.evans@thyme> Date: Mon, 10 Jul 2000 09:42:00 -0700 (PDT) From: john.arnold@enron.com To: john.lavorato@enron.com Subject: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: John Arnold X-To: John J Lavorato X-cc: X-bcc: X-Folder: \John_Arnold_Dec2000\Notes Folders\Sent X-Origin: Arnold-J X-FileName: Jarnold.nsf I spoke to Vlady this afternoon regarding the alternative VAR methodologies. I think changing to a Riskmetrics historical VAR system is more defendable and objective, will provide more consistent results, and will create more realistic results. I understand Vince has a similar opinion. John.