INVITATION TO SPEAK
 



GARP 2001
 

The 2nd Annual Risk Management Convention
 

13th & 14th February, 2001 ) Marriott World Trade  Center, New York
 

Dear Kaminski

Further to my telephone conversation today with your secretary, Shirley  
Crenshaw, and on behalf of the Global Association of Risk Professionals,  I 
have great pleasure in inviting you to speak at our 2nd Annual  Risk 
Management Convention ) GARP 2001. 

This event has rapidly establishing itself as the risk management industry,s  
most important meeting point. GARP 2000 reflected the key concerns of risk  
management experts world-wide, with over 400 attendees in its first year. 
Three  simultaneous streams address traditional pricing and risk management 
techniques,  along with specialised streams addressing new sectors, such as 
the corporate  world and the insurance industry. With a speaker panel of over 
55 senior and  executive financial professionals from investment banks, 
regulatory bodies,  asset management firms, academics, insurers/re-insurers, 
corporate and system  providers this is THE financial risk management event 
of the year. 

Key areas that this Convention will consider include Market Risk (stress  
testing, liquidity, jump diffusion, EVT), Credit Risk (regulation, modeling,  
stress testing, credit portfolio management, credit derivatives), 
Operational  Risk, (regulation, data, modeling, validation, EVT) Advanced 
Asset &  Liability Management, Corporate/Energy Risk Management and the 
Insurance &  Capital Markets.

From my research and discussions with experts in this arena your name was  
highly recommended as a speaker for this event. Below is the stream on 
Corporate  / Energy Risk Management and I had in mind ONE of the sessions 
below for you.  Also, the topic titles are provisional and I am open to 
suggested  alterations.
 

Corporate/Energy Risk Management
 

Modelling Corporate Risk ) Risk Management from a Shareholder Value  
Perspective

Measuring Energy Risk ) Tackling Price Volatility, Adapting VaR, Scenario  
Modelling and Regulatory Requirements

Forward Pricing ) Construction of the Forward Curve, Correlations,  
Transparency Issues

The Volatility Challenge ) Modelling Price Volatility and Examining the  New 
Products Designed to Stabilise Volatility 

Energy Credit Risk Management

GARP is a not-for-profit, independent organisation of risk management  
practitioners and researchers from leading financial institutions 
world-wide.  GARP,s mission is to facilitate the exchange of information, 
developing  educational programs and promoting standards in the area of 
financial risk  management. For more information please refer to our web 
site: www.garp.com

I sincerely hope you will be able to accept this invitation and I look  
forward to hearing from you in due course. Should you have any questions 
please  do not hesitate to contact me, otherwise I will call you again on to 
discuss  this further.

Best regards

Andreas



PS I have also attached a copy of GARPs 2000 program for your attention.
____________________________
Andreas Simou
GARP 2001 - Conference  Producer
Tel? +44 (0) 20 7626 9301
Fax +44 (0) 20 7626  9900
 - Draft programme.doc
 - g2000b&wlowr.pdf