---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/13/2001 09:51 PM ---------------------------


Tanya Tamarchenko
04/09/2001 11:13 PM
To:	Vince J Kaminski/HOU/ECT@ECT, Vladimir Gorny/HOU/ECT, Debbie R Brackett/HOU/ECT@ECT, wenyao.jia@enron.com, Naveen Andrews/Corp/Enron, Jaesoo Lew/NA/Enron@ENRON, Zhiyong Wei/HOU/ECT, Rabi De/NA/Enron@ENRON, William S Bradford/HOU/ECT, Dave Wei/NA/Enron, Jason Sokolov/HOU/ECT@ECT, Rakesh Bharati/NA/Enron@Enron, Mike E Presley/ENRON@enronXgate, Mercy Gil/NA/Enron, Mark Ruane/HOU/ECT, Stig Faltinsen/EU/Enron@Enron, Viacheslav Danilov/LON/ECT@ECT, Frank Hayden/Corp/Enron
cc:	 
Subject:	Re: VAR and Credit meeting on Wednesday, April 11 at 11:30 am   

Everybody,

this week our regular meeting will be devoted primarily to 2 subjects:
1. Simulating power prices in VAR;
2. Capturing correlations across commodities as well as across term structure of
forward prices.

Research will present some suggestions based on data analysis.

Detailed agenda is enclosed.

Please, let Shirley Crenshaw know if you are not planning to attend.

Tanya.
 



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