Subject: Jumps no jumps
From: [email-masked]
To: [email-masked]
Cc: [email-masked]
Date: Tue, 8 May 2001 08:56:26 -0700 (PDT)

VAR is using the May 1st run.  VaR without jumps is saved out in RMS_Value_at_Risk_copy table.  Of curiosity,  West-DPR-VAR is not really impacted by jumps.  I suspect the reason for this may be that back in 1998 that region was less deregulated than today.  Let me know your thoughts.

Frank