Message-ID: <24570417.1075849856811.JavaMail.evans@thyme>
Date: Wed, 31 Jan 2001 02:15:00 -0800 (PST)
From: eugenio.perez@enron.com
To: shona.wilson@enron.com, sally.beck@enron.com
Subject: Operational Risk
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I have taken to heart your request that we try to mitigate operational risk.  
Perhaps I have found another way to serve Energy Operations.

Arthur Andersen and Risk are sponsoring a conference on operational risk 
(www.risk-conferences.com/oprisk2001).  The conference is composed of two 
streams, one of which focuses on quantification and mathematical modeling 
(neural networks, Bayesian models, and other statistical approaches).  The 
quantitative approach to operational risk is akin to how VaR formalized and 
quantified market risk.  It is also similar to the curve fitter that I wrote 
(which uses mathematics to quantify how "good" or "bad" the back end of a 
curve looks given the front end).  

The conference is next Thursday and Friday (8-9) in New York (I just got the 
notice today, so I am sorry for the short notice).

Would you like me to attend?

Regards,



Eugenio