Subject: FW: Dailies w/ Prudency
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked], [email-masked], [email-masked]
Date: Thu, 13 Dec 2001 16:00:13 -0800 (PST)

Jeff - thanks for your help - fortunately the VaR still backtests ok using your corrected data. But did we really have a curve shift of $439MM on September 14th, as your analysis suggests?
Stacey - power is ok too
Tks
DP

 -----Original Message-----
From: 	Hayden, Frank  
Sent:	Thursday, December 13, 2001 5:06 PM
To:	Port, David
Subject:	FW: Dailies w/ Prudency

 -----Original Message-----
From: 	Gossett, Jeffrey C.  
Sent:	Wednesday, December 12, 2001 3:19 PM
To:	Hayden, Frank
Cc:	White, Stacey W.
Subject:	FW: Dailies w/ Prudency

Help yourself.  I would not recommend using the numbers that you and David are trying to use.  They are out of a table in ERMS that has no relevance to how the books are calculted.  Unless of course,  you and David know something that I don't and you guys want to start running p&l's .  Please make sure you run by John anything that you plan on giving anyone.

Thanks 

 -----Original Message-----
From: 	Gossett, Jeffrey C.  
Sent:	Wednesday, December 12, 2001 9:53 AM
To:	Lavorato, John
Subject:	Dailies w/ Prudency

Here is the correct file.