Message-ID: <22423352.1075856641803.JavaMail.evans@thyme>
Date: Fri, 15 Dec 2000 17:16:00 -0800 (PST)
From: jin.yu@enron.com
To: tanya.tamarchenko@enron.com
Subject: Re: UK: reconciling the spreadsheet and RisktRac VAR numbers
Cc: debbie.brackett@enron.com, vince.kaminski@enron.com, rabi.de@enron.com, 
	jin.yu@enron.com, wenyao.jia@enron.com, ganapathy.ramesh@enron.com
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Hi, Tanya:

 The factor loading results for the eff_dt = '12-dec-2000' are available on 
the RMS_STAGE database.
  The parameters being used:
  effective_date = '12-dec-2000'
      start_date = '12-sep-2000'
                 end_date='12-dec-2000'

                Please check the result in the database with:
 factor_def_id = 1510
                basis_map_id = 1562
                corr_def_id = 1280
                
Notice: This is only a testing result!

Jin





Tanya Tamarchenko
12/15/2000 05:20 PM
To: Debbie R Brackett/HOU/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Rabi De/NA/Enron@ENRON, Jin Yu/HOU/ECT@ECT, 
Wenyao Jia/HOU/ECT@ECT, Ganapathy Ramesh/HOU/ECT@ECT 
Subject: Re: UK: reconciling the spreadsheet and RisktRac VAR numbers  

Debbie, 
we asked DBA to refresh stage this Monday.
It was refreshed on Thursday. Jin is running vatrfacs today (Friday) to 
create correlations and factors .
Then, according to our plan, we will ask Ramesh to run VAR on these inputs.
We will send the inputs to you to run VAR in the spreadsheet and reconcile 
the results for UK.

Tanya.