Subject: meeting confirmation / discussion points
fyi .
- - - - - - - - - - - - - - - - - - - - - - forwarded by pinnamaneni krishnarao / hou / ect on
08 / 03 / 2000 08 : 16 am - - - - - - - - - - - - - - - - - - - - - - - - - - -
david foti @ ees
08 / 02 / 2000 05 : 06 pm
to : pinnamaneni krishnarao / hou / ect @ ect , minal dalia / hou / ees @ ees , sanjay
agarwal / hou / ees @ ees , naveen andrews / corp / enron @ enron
cc : scott stoness / hou / ees @ ees
subject : meeting confirmation / discussion points
tariff var project kick - off meeting
time : 8 / 3 ; 2 - 3 pm
location : eb 612
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per the 8 / 2 lunch meeting between research , rac , and the tariff group , there
developed a consensus to :
develop a high level value - at - risk model within a 4 - 8 week time frame to use
for initial risk measurement and hedging purposes
accommodate links for critical variables such as interest rates , load growth ,
and inflation
provide " knobs " for less quantifiable factors such as rate case frequency ,
rate methodology , etc .
collaborate with the tariff forecasting team , to have consistent assumptions
and logic .
proposed agenda for our meeting :
discuss the relationship of this project to other ongoing projects
review existing t & d forecast model ( decide whether it ' s a starting point or
not - attached for your review )
discuss approach ( methodology and technology )
assign responsibilities
develop project guidelines and timeline
see worksheets , " diagram " , " graph " , " exposure "