Message-ID: <3420664.1075858608417.JavaMail.evans@thyme>
Date: Wed, 25 Jul 2001 15:17:46 -0700 (PDT)
From: legal <.taylor@enron.com>
To: chris.hendrix@enron.com
Subject: Risk Control Slide
Mime-Version: 1.0
Content-Type: text/plain; charset=us-ascii
Content-Transfer-Encoding: 7bit
X-From: Taylor, Mark E (Legal) </O=ENRON/OU=NA/CN=RECIPIENTS/CN=MTAYLO1>
X-To: Hendrix, Chris </O=ENRON/OU=NA/CN=RECIPIENTS/CN=Notesaddr/cn=8ed04a81-63705c0f-862564c2-6b9ece>
X-cc: 
X-bcc: 
X-Folder: \MTAYLO1 (Non-Privileged)\Taylor, Mark E (Legal)\Sent Items
X-Origin: Taylor-M
X-FileName: MTAYLO1 (Non-Privileged).pst

Here is the language for the risk control slide.  Sorry I can't send it to you as a slide but what they sent me was actually 31 slides that Ken and I've distilled down to one.
 
 
Enron Risk Assessment and Control (RAC)
 
Market Risk Management 
Policy approved by Board of Directors
Trading Limits
Value at Risk daily reports -- stress testing
Application of Extreme Value Theory
 
Credit Risk Management
            Counterparty credit exposure aggregation and management     
            Counterparty Value at Risk models
 
Segregation of Duties; Independence of RAC optimizes focus on risk identification and performance measurement