Message-ID: <14035910.1075862259995.JavaMail.evans@thyme> Date: Tue, 25 Sep 2001 08:48:01 -0700 (PDT) From: alberto.levy@enron.com To: richard.shapiro@enron.com Subject: Risk Analytics guidelines Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Levy, Alberto X-To: Shapiro, Richard X-cc: X-bcc: X-Folder: \RSHAPIRO (Non-Privileged)\Shapiro, Richard\Deleted Items X-Origin: Shapiro-R X-FileName: RSHAPIRO (Non-Privileged).pst Rick, Finally, here it is. This is my first take to the risk analysis guidelines. It provides a review of the Scenario Analysis methodology and makes the case, that although imperfect, is the most appropriate methodology. There are many questions that still need to be responded, in particular the details on how we re going to implement this thing internally. It assumes that we would closely with RAC and therefore, rely on their infrastructure, policies and procedures to complete our analysis. If you have any questions, please do not hesitate to let me know. Have a very happy and succesful year, ALF