v @ r methodology for metal positions vince -
it seems like we should be able use mg ' s v @ r methodology as version 1 . a if
the credit component is eliminated and the hold period is conformed to our
one day interval . could we do this and achieve an approximation of where you
want to be with the completion of anjam and tamara ' s work ? when submitting a
request for interim metals trading policy to rick buy and jeff skilling , i ' d
very much like to represent that , while our methodology may be imperfect , we
have ways + means of tracking v @ r right now that will be upgraded to enron
standards in very short order . thoughts ?
v @ r methodology for metal positions
vince -
it seems like we should be able use mg ' s v @ r methodology as version 1 . a if
the credit component is eliminated and the hold period is conformed to our
one day interval . could we do this and achieve an approximation of where you
want to be with the completion of anjam and tamara ' s work ? when submitting a
request for interim metals trading policy to rick buy and jeff skilling , i ' d
very much like to represent that , while our methodology may be imperfect , we
have ways + means of tracking v @ r right now that will be upgraded to enron
standards in very short order . thoughts ?