text_combined: var david today var coordination meeting discussion issues related mapping forward price curves core locations mapping necessity dictated limitations computer system reduce dimensionality problem stay within bounds available cpu memory also cases quality price discovery poor difficult model price curves independently solve problem mapping liquid better behaved core locations curves agreed following 1 winston investigate side determine extent increase number forward price curves simulated basic core curves investigate impact larger number core curves time required complete var run 2 curves associated biggest 10 20 positions commodity modeled core curves e mapping locations makes sense monitor biggest risks separately avoid aggregating less transparent aggregates 3 results automated clustering mapping procedures systematically monitored human corrected misrepresent risks trading positions responsibility vested one person right responsibility dispersed organization means practice nobody responsible research allocate one person task cooperation trading rac critical vince