Message-ID: <27400911.1075840546023.JavaMail.evans@thyme> Date: Wed, 30 Jan 2002 14:08:24 -0800 (PST) From: frank.hayden@enron.com To: doug.gilbert-smith@enron.com Subject: RE: VaR Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Hayden, Frank X-To: Gilbert-smith, Doug X-cc: X-bcc: X-Folder: \ExMerge - Gilbert-smith, Doug\Inbox X-Origin: GILBERTSMITH-D X-FileName: doug gilbert smith 6-25-02.PST We can discuss. Today is shot, can we met tomm? -----Original Message----- From: Gilbert-smith, Doug Sent: Wednesday, January 30, 2002 3:19 PM To: Hayden, Frank Subject: VaR Frank, how do you want the power measured for your liquidity matrix? I also want to make sure that the correlations, while independently calced, are accurate. Let me know, Thanks, Doug