Message-ID: <24889937.1075842668536.JavaMail.evans@thyme>
Date: Thu, 19 Aug 1999 04:19:00 -0700 (PDT)
From: gerald.nemec@enron.com
To: lisa.nemec@enron.com
Subject: Course Offerings
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Thought you might be interested.  Just in case you aren't recieving these 
emails.


---------------------- Forwarded by Gerald Nemec/HOU/ECT on 08/19/99 11:19 AM 
---------------------------
   
	Enron Capital & Trade Resources Corp.
	
	From:  General Announcement @ ENRON                           08/18/99 09:52 
PM
	

To: Enron North America - Houston
cc:  
Subject: Course Offerings


VALUE AT RISK

 August 25 & 26/September 28 & 29

Can you ....

 Give a precise definition of Value at Risk?
 Describe how VaR is changing the way companies evaluate risk in their 
businesses?
 Discuss how these changing views of risk will impact the use of hedging 
products?
 Define the standardizing practice of Risk Mapping?
 Illustrate a simple VaR model and accurately discuss the modeling process?
 Evaluate the impact of correlation on the calculation of VaR?

An understanding of Value at Risk (VaR) is rapidly becoming an integral 
business need.  The (2 day) VaR seminar is designed to introduce participants 
to this interrelationship of the many factors that make VaR a dynamic and 
strategic tool.  The program ends with a "hands-on" experience of making a 
simple VaR calculation.

If interested, please register through the Development Center or call the 
Ernie help line at ext. 3-0357.