Message-ID: <23785975.1075841588380.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
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: Heizenrader, Tim </O=ENRON/OU=NA/CN=RECIPIENTS/CN=THEIZEN>
X-To: DL-Portland World Trade Center </O=ENRON/OU=NA/CN=RECIPIENTS/CN=DL-PortlandWorldTradeCenter>
X-cc: 
X-bcc: 
X-Folder: \ExMerge - Solberg, Geir\Inbox
X-Origin: SOLBERG-G
X-FileName: geir solberg 6-26-02.PST


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