Subject: RE: Reply
From: [email-masked]
To: [email-masked]
Cc: [email-masked]
Date: Fri, 5 Oct 2001 07:38:03 -0700 (PDT)

Hi Phillip,
Below are Souads delta positions.  The highlighted curves have no mappings associated with them.  This means that no VaR is being picked up on them.  Let me know where they need to mapped and I will get it done.  This should fix the problem we are having with her VaR.

Basically her hedges are not being captured.....

Bharat

 

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