text_combined: factor loadings fyi jeff forwarded jeffrey shankman hou ect 06 22 2000 07 47 ted murphy 06 21 2000 05 43 pm rick buy john j lavorato corp enron enron jeffrey shankman hou ect ect mark frevert na enron enron cc subject factor loadings hope following clears confusion regarding captioned process factor loadings input value risk var generally consider determinants relationships curves points curves based trader inputs pertain curves north american natural gas specific program calculates relationships requires considerable amount processing time 3 hours per run well another man days evaluate results ideal recommended period must updated frequent better given amount time takes refresh agreed long time ago amongst rac research operations would done every 2 weeks commercial input received roles simple roles around var risk management controls research specifies math codes program operations runs program rac evaluates results process run every two weeks second thursday every month since february prior rac rejected results results reflect underlying math complexity math continuing addition new products curves created need recode application scratch rac continued agitate get done particularly knowing pressure efficacy var would questioned went volatile period 2000 e mails rudi zipter available upon request new code implemented last thursday results accepted resulting approximate 10 difference var rac requested code written 6 10 99 7 44 target completion date 8 2 99 discussed accepted phillipe bibi 6 17 99 meeting conference room rick buy dan bruce jonathon le ted murphy bill bradford debbie brackett rudi zipter along rest task list resolved process continue stated communicate results dozens processes important calculation interpretation var need implemented enhanced improved rewritten altogether example jump diffusion factors north american power refreshed 2000 prioirty dependent level precision required provide comprehensive list processes due course ted