Message-ID: <5335740.1075856524922.JavaMail.evans@thyme> Date: Fri, 19 Jan 2001 09:03:00 -0800 (PST) From: vince.kaminski@enron.com To: vasant.shanbhogue@enron.com Subject: CHARM Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Vince J Kaminski X-To: Vasant Shanbhogue X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_4\Notes Folders\'sent mail X-Origin: Kaminski-V X-FileName: vkamins.nsf Vasant, FYI Vince ---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/19/2001 05:06 PM --------------------------- James L Bouillion 01/18/2001 04:22 PM To: Vince J Kaminski/HOU/ECT@ECT, Kevin Kindall/Corp/Enron@ENRON cc: Jere C Overdyke/HOU/ECT@ECT Subject: CHARM See below for more information on the Willis analytic product. I will provide the brochure when it arrives and we can discuss scheduling the proposed meeting. ---------------------- Forwarded by James L Bouillion/HOU/ECT on 01/18/2001 04:14 PM --------------------------- "Bertil Olsson" on 01/18/2001 04:03:18 PM To: jbouill@ect.enron.com cc: "David Scott" , "Carl Groth" Subject: CHARM Jim, 1. I can confirm that CHARM does express traditional exposures in a VAR format. One of the beauties of CHARM is that it expresses any quantifiable exposure in a VAR format, i.e. financial, insurance, weather risks. In addition, it has the capability of incorporating correlations between risks - to the extent that they can be quantified. 2. To get the ball rolling, I will send you a broschure of CHARM this week. I also suggest a conference call with Carl Groth of our NY office. Carl knows CHARM well and my thought is that we can give you some more ideas of this product in order for you to decide whether or not you would like to pursue a presentation. A presentation can be arranged at the location of your choice. Let me know if the above fits your purpose or if you would prefer to move in another direction. Regards, Bertil ______________________________________________________________________ The information in this email and in any attachments is confidential and may be privileged. If you are not the intended recipient, please destroy this message, delete any copies held on your systems and notify the sender immediately. You should not retain, copy or use this email for any purpose, nor disclose all or any part of its content to any other person.