re : uk : reconciling the spreadsheet and risktrac var numbers hi , tanya :
the factor loading results for the eff _ dt = ' 12 - dec - 2000 ' are available on
the rms _ stage database .
the parameters being used :
effective _ date = ' 12 - dec - 2000 '
start _ date = ' 12 - sep - 2000 '
end _ date = ' 12 - dec - 2000 '
please check the result in the database with :
factor _ def _ id = 1510
basis _ map _ id = 1562
corr _ def _ id = 1280
notice : this is only a testing result !
jin
tanya tamarchenko
12 / 15 / 2000 05 : 20 pm
to : debbie r brackett / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect , rabi de / na / enron @ enron , jin yu / hou / ect @ ect ,
wenyao jia / hou / ect @ ect , ganapathy ramesh / hou / ect @ ect
subject : re : uk : reconciling the spreadsheet and risktrac var numbers
debbie ,
we asked dba to refresh stage this monday .
it was refreshed on thursday . jin is running vatrfacs today ( friday ) to
create correlations and factors .
then , according to our plan , we will ask ramesh to run var on these inputs .
we will send the inputs to you to run var in the spreadsheet and reconcile
the results for uk .
tanya .
re : uk : reconciling the spreadsheet and risktrac var numbers
hi , tanya :
the factor loading results for the eff _ dt = ' 12 - dec - 2000 ' are available on
the rms _ stage database .
the parameters being used :
effective _ date = ' 12 - dec - 2000 '
start _ date = ' 12 - sep - 2000 '
end _ date = ' 12 - dec - 2000 '
please check the result in the database with :
factor _ def _ id = 1510
basis _ map _ id = 1562
corr _ def _ id = 1280
notice : this is only a testing result !
jin
tanya tamarchenko
12 / 15 / 2000 05 : 20 pm
to : debbie r brackett / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect , rabi de / na / enron @ enron , jin yu / hou / ect @ ect ,
wenyao jia / hou / ect @ ect , ganapathy ramesh / hou / ect @ ect
subject : re : uk : reconciling the spreadsheet and risktrac var numbers
debbie ,
we asked dba to refresh stage this monday .
it was refreshed on thursday . jin is running vatrfacs today ( friday ) to
create correlations and factors .
then , according to our plan , we will ask ramesh to run var on these inputs .
we will send the inputs to you to run var in the spreadsheet and reconcile
the results for uk .
tanya .