Message-ID: <5045349.1075840386315.JavaMail.evans@thyme> Date: Thu, 13 Dec 2001 16:00:13 -0800 (PST) From: david.port@enron.com To: c..gossett@enron.com, w..white@enron.com Subject: FW: Dailies w/ Prudency Cc: john.lavorato@enron.com, rick.buy@enron.com, frank.hayden@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: john.lavorato@enron.com, rick.buy@enron.com, frank.hayden@enron.com X-From: Port, David X-To: Gossett, Jeffrey C. , White, Stacey W. X-cc: Lavorato, John , Buy, Rick , Hayden, Frank X-bcc: X-Folder: \rbuy\Inbox X-Origin: BUY-R X-FileName: richard buy 1-30-02..pst Jeff - thanks for your help - fortunately the VaR still backtests ok using your corrected data. But did we really have a curve shift of $439MM on September 14th, as your analysis suggests? Stacey - power is ok too Tks DP -----Original Message----- From: Hayden, Frank Sent: Thursday, December 13, 2001 5:06 PM To: Port, David Subject: FW: Dailies w/ Prudency -----Original Message----- From: Gossett, Jeffrey C. Sent: Wednesday, December 12, 2001 3:19 PM To: Hayden, Frank Cc: White, Stacey W. Subject: FW: Dailies w/ Prudency Help yourself. I would not recommend using the numbers that you and David are trying to use. They are out of a table in ERMS that has no relevance to how the books are calculted. Unless of course, you and David know something that I don't and you guys want to start running p&l's . Please make sure you run by John anything that you plan on giving anyone. Thanks -----Original Message----- From: Gossett, Jeffrey C. Sent: Wednesday, December 12, 2001 9:53 AM To: Lavorato, John Subject: Dailies w/ Prudency Here is the correct file.