re : v @ r training sign - up list & misc info the following comes to mind : describe the inputs to var and the sources of the inputs discuss enron ' s timing of running the var calculation explain the diversification effect explain that only officialized books are included in the var calculation explain how enron uses the var for risk measurement , portfolio performance analysis , individual trader analysis address risk policy limits related to var a comparison of enron ' s risk appetite , measured in var , vs . other financial companies would be interesting how does enron ' e use of var as a risk measurement tool compare with our competitors ? explain why the var engine would have different positions than our benchmark reports . discuss component var discuss useful analyses enron can implement utilizing var ( sharpe ratio , var efficiency , etc . ) hope this helps , mike enron north america corp . from : patti thompson 08 / 31 / 2000 04 : 11 pm to : michael e moscoso / hou / ect @ ect cc : subject : v @ r training sign - up list & misc info last chance for imput for v @ r classes . . . i ' m bothering you about this because it seems to me that you are the one who is so intimately involved w / v @ r and would understand possibilities here . . thanks , pt - - - - - - - - - - - - - - - - - - - - - - forwarded by patti thompson / hou / ect on 08 / 31 / 2000 04 : 09 pm - - - - - - - - - - - - - - - - - - - - - - - - - - - enron north america corp . from : patti thompson 08 / 31 / 2000 04 : 05 pm to : gracie s presas / hou / ect @ ect cc : tim o ' rourke / corp / enron @ enron subject : v @ r training sign - up list & misc info gracie , i have attached sign - up list . please order materials & make whatever arrangements are necessary for both classes . we have 24 signed up for 9 / 14 - 15 session & 22 signed up for 9 / 21 - 22 session . i asked for comments on how to tailor class to our particular area & only got 1 response : give an overview of the information flow between systems to generate v @ r ( erms , enpower , grms , cas , spreadsheets ) . i don ' t think that everyone has a good idea of how / where all the information comes from to run v @ r on a nightly basis . where does information come from . what information is passed to v @ r . how to determine underlying positions are correct . how to troubleshoot when v @ r looks wrong . sally ' s cost codes are : company # : 0413 cost center # : 105588 please let me know what else you need from me . thanks for your help , patti x 39106