Message-ID: <10527334.1075845562803.JavaMail.evans@thyme> Date: Sun, 17 Dec 2000 23:42:00 -0800 (PST) From: john.lavorato@enron.com To: hunter.shively@enron.com Subject: Tom Martin VaR Cc: frank.hayden@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: frank.hayden@enron.com X-From: John J Lavorato X-To: Hunter S Shively X-cc: Frank Hayden X-bcc: X-Folder: \John_Lavorato_Oct2001\Notes Folders\Sent X-Origin: LAVORATO-J X-FileName: jlavora.nsf Can we take one of your wonderchildren in fundementals and let them spend 1-2 hours a day on VAR. If yes, talk to Frank. ---------------------- Forwarded by John J Lavorato/Corp/Enron on 12/18/2000 07:37 AM --------------------------- From: Frank Hayden 12/15/2000 02:42 PM To: John J Lavorato/Corp/Enron@Enron cc: Ted Murphy/HOU/ECT@ECT Subject: Tom Martin VaR John, Bilal reconciled Tom Martin's VAR, dropping it from $3.5 to $1.246. Texas desk VaR dropped to $3.8 Frank PS. Bilal has been very helpful in dealing with the VAR issues, and I think it has given him a better idea of what trading is about. Would you consider sharing some of the analyst/traders, much like Bilal, for a couple of months, maybe longer, maybe mornings only, to help on VAR issues, as it relates to both power and gas? I think it would be an excellent way to introduce them to VAR, systems, risk management and trading. Let me know your thoughts