Message-ID: <28070504.1075858475360.JavaMail.evans@thyme> Date: Tue, 22 May 2001 12:09:07 -0700 (PDT) From: kaminski@enron.com To: vkaminski@aol.com Subject: FW: EVT VaR Data Sets Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Kaminski, Vince J X-To: 'vkaminski@aol.com' X-cc: X-bcc: X-Folder: \Vince_Kaminski_Jun2001_10\Sent Items X-Origin: Kaminski-V X-FileName: vkamins.pst -----Original Message----- From: Thomas, Mark E. Sent: Monday, May 21, 2001 6:15 PM To: Kaminski, Vince J Cc: Andrews, Naveen Subject: EVT VaR Data Sets Vince, I attached the data sets used to generate the results we discussed this morning. The original MTM's were multiplied by -1 prior to generating these quantiles. We then examine the right tail. Mark