Vasant,

FYI

Vince
---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/19/2001 
05:06 PM ---------------------------


James L Bouillion
01/18/2001 04:22 PM
To: Vince J Kaminski/HOU/ECT@ECT, Kevin Kindall/Corp/Enron@ENRON
cc: Jere C Overdyke/HOU/ECT@ECT 
Subject: CHARM

See below for more information on the Willis analytic product.  I will 
provide the brochure when it arrives and we can discuss scheduling the 
proposed meeting. 
---------------------- Forwarded by James L Bouillion/HOU/ECT on 01/18/2001 
04:14 PM ---------------------------


"Bertil Olsson" <olsson_bc@willis.com> on 01/18/2001 04:03:18 PM
To: jbouill@ect.enron.com
cc: "David Scott" <scottdx@willis.com>, "Carl Groth" <groth_ch@willis.com> 
Subject: CHARM


Jim,

1. I can confirm that CHARM does express traditional exposures in a VAR
format.  One of the beauties of CHARM is that it expresses any quantifiable
exposure in a VAR format, i.e. financial, insurance, weather risks.  In
addition, it has the capability of incorporating correlations between risks
- to the extent that they can be quantified.

2.  To get the ball rolling, I will send you a broschure of CHARM this
week. I also suggest a conference call with Carl Groth of our NY office.
Carl knows CHARM well and my thought is that we can give you some more
ideas of this product in order for you to decide whether or not you would
like to pursue a presentation. A presentation can be arranged at the
location of your choice.

Let me know if the above fits your purpose or if you would prefer to move
in another direction.

Regards,

Bertil



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