Message-ID: <20271998.1075840548866.JavaMail.evans@thyme> Date: Wed, 30 Jan 2002 13:18:53 -0800 (PST) From: doug.gilbert-smith@enron.com To: frank.hayden@enron.com Subject: VaR Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Gilbert-smith, Doug X-To: Hayden, Frank X-cc: X-bcc: X-Folder: \ExMerge - Gilbert-smith, Doug\Sent Items X-Origin: GILBERTSMITH-D X-FileName: doug gilbert smith 6-25-02.PST 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