Message-ID: <16092870.1075855091906.JavaMail.evans@thyme> Date: Fri, 5 Oct 2001 07:00:48 -0700 (PDT) From: m..love@enron.com To: bharat.khanna@enron.com Subject: RE: Reply Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Love, Phillip M. X-To: Khanna, Bharat X-cc: X-bcc: X-Folder: \PLOVE (Non-Privileged)\Sent Items X-Origin: Love-P X-FileName: PLOVE (Non-Privileged).pst thanks for your help. Due to my lack of a complete understanding of VaR, can you give me a lesson if you find out exactly why. All I have ever changed are the correlations. Thanks. PL -----Original Message----- From: Khanna, Bharat Sent: Friday, October 05, 2001 8:57 AM To: Love, Phillip M. Subject: RE: Reply Will Look itnto it. Suspect it's curve mappings Bharat -----Original Message----- From: Love, Phillip M. Sent: Friday, October 05, 2001 8:45 AM To: Khanna, Bharat Subject: RE: Reply I think that the correlations for the points in the Aruba book must be different. Her position is 5 contracts long in the book and her VaR is $500K. Is there any way you can tell me the correlations that are being used for the points that she has positions at in that book? The pub codes are : IF-NNG/VENT, NGI/CHI. GATE, CHI./N/BORDER, NGPL-IOWA0ILLIN,UF-NGPL/OK-NW, NGI/CHI./PEOPLE,NGI/CHI./NIPSCO,ML7/CG. Any help you can provide would be much appreciated. Thanks. PL -----Original Message----- From: Khanna, Bharat Sent: Thursday, October 04, 2001 3:25 PM To: Love, Phillip M. Subject: Reply Hey Phillip, I'm a little busy right now but, will be by later. Hope the graphs below get you started? Bharat << OLE Object: Picture (Device Independent Bitmap) >> << OLE Object: Picture (Device Independent Bitmap) >>