Message-ID: <18111886.1075856642012.JavaMail.evans@thyme> Date: Mon, 30 Oct 2000 10:37:00 -0800 (PST) From: david.port@enron.com To: vince.kaminski@enron.com Subject: Re: EWRM outline Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: David Port X-To: Vince J Kaminski X-cc: X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_5\Notes Folders\Var X-Origin: Kaminski-V X-FileName: vkamins.nsf Vince Thanks - based on a "speed read" it would appear that SRM sits neatly in the volumetric part of your framework. Regarding systems I am keen to preserve the work Kevin has already done and I suspect we can eventually use the visualization tools in the RisktRAC front end to display the results should we require. To be honest, I feel a good deal more comfortable that there is already a framework and initiative in place - its very easy to feel like the "angry lone voice" in an effort like this - fortunately the practitioners of the art of risk management generally travel in a similar direction ! I shall make sure our efforts remain in congruence. Rgds DP Vince J Kaminski@ECT 10/27/2000 04:21 PM To: David Port/Market Risk/Corp/Enron@ENRON cc: Subject: EWRM outline David, This is the outline of the EWRM project. Vince