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We shall continue work in Houston to improve the model. | dev03 |
Two critical areas: a. | dev03 |
VaR model, by its nature, does not capture one big risk MG has in its portfolios. | dev03 |
This is the liquidity risk resulting from different cash consequences of the hedges and the underlying positions. | dev03 |
b. | dev03 |
We should go through due diligence to validate the process generating the position numbers (i.e. look into the details of specific transactions). | dev03 |
From what I know, MG has a fairly rudimentary risk management system and I am not quite sure how they generate option prices (and deltas). | dev03 |
They get some option prices by calling brokers. | dev03 |
4. | dev03 |
I think the current VaR is within 80-85% of the true number (assuming the inputs are right). | dev03 |
But, as I have said, VaR does not capture all the risks that we have to worry about. | dev03 |
Vince | dev03 |
Osman, Yes, but a visa may be a problem. | dev03 |
Vince | dev03 |
Can you figure out the reason for cocoa beans VaR fluctuations? | dev03 |
The same is true of aluminum. | dev03 |
I assume this is the position change. | dev03 |
Vince | dev03 |
I shall be attending the bi-monthly meetings. | dev03 |
We always have a significant number of associates rotating through my group and supporting different units of Enron. | dev03 |
Vince Kaminski Enron North America Corp. | dev03 |
Phil, I shall be in town through the rest of the week. | dev03 |
Plesase, give me a call. | dev03 |
Vince Phil Sisneros@ENRON COMMUNICATIONS | dev03 |
Thanks, I have received the paper. | dev03 |
Vince | dev03 |
Shirley, Please, arrange a phone interview. | dev03 |
Zimin, Stinson, and myself. | dev03 |
He may be a good candidate for Tanya. | dev03 |
Vince | dev03 |
FYI Vince | dev03 |
Anita, An updated agenda. | dev03 |
We still need Grant's bullet points. | dev03 |
Vince | dev03 |
Hi Jana, The trip was very interesting and I am still recovering. | dev03 |
On Friday we can meet at the restaurant. | dev03 |
It's on the edge of the Woodlands. | dev03 |
We can then go to our home and have drinks and chat. | dev03 |
The restaurant is: Amerigo's Grill 25250 Grogans Park Dr Phone: 281-362-0808 I have sent you an URL of the map of the part of the Woodlands where Amerigo's is located. | dev03 |
It's a red dot on the map. | dev03 |
What about 7:00 p.m.? | dev03 |
Look forward to meeting you. | dev03 |
Vince | dev03 |
Hi Jana, The dress is casual. | dev03 |
In this restaurant we can sit outside (quite casual) or inside (more formal dress, but still casual). | dev03 |
I shall also send you the directions to my home, just in case. | dev03 |
Vince | dev03 |
John, I am writing to you regarding the management of the London Research group. | dev03 |
As you know, Dale Surbey, who was managing the London unit of the Research Group, is moving to EBS. | dev03 |
Dale did a terrific job helping me to develop the pool of talent we have currently in London. | dev03 |
Given that Dale is likely to be transfered to Houston, it's time to nominate one member of the Research Group for a management position. | dev03 |
My recommendation is Steve Leppard. | dev03 |
Steve emerged not only as the most technically qualified member of the group but also as a natural leader, highly respected by his peers and internal customers. | dev03 |
Steve has a very high energy level and is very efficient as a manager and as coach of new talent. | dev03 |
His promotion is likely to cause Anjam's departure form Enron. | dev03 |
I value technical skills of Anjam, but in spite of my loyalty to him, don't think he is the same caliber as Steve. | dev03 |
However, I would not like to lose him and think about moving him to Houston for 2 years. | dev03 |
I think that the opportunity to work in Houston, would be a sufficient incentive to keep him in Enron. | dev03 |
By the way, his performance feedback has greatly improved. | dev03 |
Please, let me know what you think. | dev03 |
Vince | dev03 |
We can offer him a job. | dev03 |
The problem is, he has about 2 more years to go. | dev03 |
Vince | dev03 |
Anita, My version. | dev03 |
Minor changes. | dev03 |
Vince | dev03 |
Amy, My bio. | dev03 |
Vince | dev03 |
Mike, Please, draft a message to JS, DD and JL outlining the AGA benefits and costs. | dev03 |
This will be their decision. | dev03 |
Vince | dev03 |
Mark, Steve's comment has many merits. | dev03 |
I think Stinson Gibner and Grant Masson (physics Ph.D.'s) can help to identify academic and industry sources to validate some of the claims. | dev03 |
On the other hand, even if our guests were wrong by a factor of 2 or 3 in their time estimates, the technology they develop will bring about a technological revolution with enormous potential payoffs. | dev03 |
It make sense to stay close to them and to explore potential investment opportunities. | dev03 |
Vince | dev03 |
We would like you to meet tomorrow morning, starting at 9:00, with a few members of the group. | dev03 |
Around 11:15 we shall go to lunch (myself, Stinson Gibner and Zimin At 1:00 we would like you to make a presentation to the Research Group on the topic of your choice. After 2:30 we shall continue with individual meetings. We shall give you an agenda with the names and times when you arrive. You can come to the lobby o... | dev03 |
Richard, Please, let me know what the timetable is. | dev03 |
I would like to talk to Anjam a few days before to break the news to him. | dev03 |
I hope I can save him for the company and offer him a position in Houston. | dev03 |
We desperately need skills he has. | dev03 |
Vince | dev03 |
Kevin, No prolem. | dev03 |
Vince | dev03 |
Clayton, Thanks. | dev03 |
Vince | dev03 |
Shirley, Please, request Exceed for all the members of the group. | dev03 |
Vince | dev03 |
Louise, Thanks. | dev03 |
Vince | dev03 |
Jim, Thanks. | dev03 |
I shall drop him an E-mail. | dev03 |
Vince | dev03 |
Allan, I am sending you my coordinates. | dev03 |
I expect to be in London around September the 20th. | dev03 |
Vince Kaminski | dev03 |
FYI Vince | dev03 |
Rick, Thanks for your message. | dev03 |
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