Subject: FW: EVT VaR Data Sets
From: [email-masked]
To: [email-masked]
Date: Tue, 22 May 2001 12:09:07 -0700 (PDT)

-----Original Message-----
From: 	Thomas, Mark E.  
Sent:	Monday, May 21, 2001 6:15 PM
To:	Kaminski, Vince J
Cc:	Andrews, Naveen
Subject:	EVT VaR Data Sets

Vince,

I attached the data sets used to generate the results we discussed this morning.  The original MTM's were multiplied by -1 prior to generating these quantiles.  We then examine the right tail.

Mark