Message-ID: <26275564.1075841417818.JavaMail.evans@thyme>
Date: Mon, 7 Jan 2002 12:38:45 -0800 (PST)
From: tim.heizenrader@enron.com
To: center.dl-portland@enron.com
Subject: Seminar Followup: RiskMetrics
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All:

For those people wanting to learn more about Var calculation and application, I've put a copy of JP Morgan's RiskMetrics documentation on the P: drive under \MidMarketing\RiskMetrics. Of the five documents, Part 2 probably gets most directly at the questions that were being asked in Matt's seminar.

Tim H