re : agenda for ny mg metals visit hi ted and vince ,
thank you for conveying our thoughts exactly - tanya and i hope to close the
circle with you at 4 pm , ted .
regards ,
anjam and tanya
from : ted murphy
14 / 07 / 2000 16 : 02
to : vince j kaminski / hou / ect @ ect
cc : richard sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam
ahmad / lon / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted murphy / hou / ect @ ect , dale
surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect , steve w young / lon / ect @ ect ,
eric gadd / lon / ect @ ect , david port / market risk / corp / enron @ enron
subject : re : agenda for ny mg metals visit
i agree with vince . ideally , this visit would supplement rather than
duplicate effort . however , on the front end , i would prefer a little
overkill to underkill - especially with respect to the var process . i would
defer to anjam / tanya ' s opinion as to what is necessary to get an initial
comfort level . remember that this is the first cut , but it will need to be
refined over time to the point where it is credible enough to force someone
to take a position down based on the calculatiion . if this causes some
heartburn please refer those people to me .
ted
vince j kaminski
07 / 14 / 2000 09 : 04 am
to : lloyd fleming / lon / ect @ ect
cc : richard sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam
ahmad / lon / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted murphy / hou / ect @ ect , dale
surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect
subject : re : agenda for ny mg metals visit
lloyd ,
speaking from experience , i think that it ' s critical for tanya and anjam to
visit mg in new york
and establish direct relationship with technical people . merging two risk
management systems
requires handling many very technical issues and face to face discussions
between it and quants
will be very helpful .
vince
from : lloyd fleming 07 / 14 / 2000 03 : 42 am
to : tanya tamarchenko / hou / ect @ ect
cc : andreas . barschkis @ mgusa . com @ enron , richard sage / lon / ect @ ect , vince j
kaminski / hou / ect @ ect , anjam ahmad / lon / ect @ ect , bjorn hagelmann / hou / ect @ ect ,
ted murphy / hou / ect @ ect , dale surbey / lon / ect @ ect , stinson gibner / hou / ect @ ect
subject : re : agenda for ny mg metals visit
tanya ,
i think most of your queries can be dealt with on the phone - i ' ll be at mg
with andreas today and we ' ll call you . most of these points have already
been covered with anjam in any case . i ' m also attaching a file downloaded
from mercur ( mg ' s risk aggregation system ) showing monthly total positions
for each metal in each entity . you can fairly easily create tables and graph
what you want to see . we can talk today about getting a full deal download .
regards
tanya tamarchenko
13 / 07 / 2000 22 : 45
to : andreas . barschkis @ mgusa . com @ enron
cc : dale surbey / lon / ect @ ect , lloyd fleming / lon / ect @ ect , richard
sage / lon / ect @ ect , vince j kaminski / hou / ect @ ect , anjam ahmad / lon / ect @ ect ,
stinson gibner / hou / ect @ ect , bjorn hagelmann / hou / ect @ ect , ted
murphy / hou / ect @ ect
subject : agenda for ny mg metals visit
hi andreas ,
here are the issues we would like to discuss on our thursday meeting in ny :
1 . inputs for options valuation , in particular the origins of volatility
curves ;
2 . information on exotic options structures ( existing
3 . the data flow ( are we going to get data from london or ny ) .
4 a . storage of positions information at mg . how to extract the positions
info from
mg database into spreadsheets .
4 b . existing positions structure for each metal .
5 . introduction to concentrates trading business , key personnel .
best regards ,
tanya & anjam
713 853 3997