Message-ID: <5995367.1075852038914.JavaMail.evans@thyme>
Date: Mon, 31 Dec 1979 16:00:00 -0800 (PST)
From: stacey.white@enron.com
To: steve.gim@enron.com, donald.vinson@enron.com
Subject: Dana's VaR
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I put together the following spreadsheet for the Lt-Neng book.  To me, Dana's 
VaR does not look all that crazy in relation to the spreadsheet.  The 
spreadsheet is definitely a 'back-of-the-envelope' calculation.  Currently, 
the majority of the risk is due to the Peak Positions in '03