re : the garp 2001 convention : invitation to speak andreas ,
this looks ok . i look forward to receiving a formal confirmation from you .
vince
" andreas simou " on 08 / 17 / 2000 11 : 49 : 29 am
to :
cc :
subject : re : the garp 2001 convention : invitation to speak
dear mr kaminski
thank you very much for agreeing to speak at the garp 2001 convention .
i will be sending you a formal letter of confirmation in the next few days ,
in the meantime i have selected the session below for you and included some
preliminary details ; are these correct ? i apologize if your details are not
correct but this is the information that was available to me . is the title
of the session to you liking , or would you like to ' spice it up ' a little ?
measuring energy risk - tackling price volatility , adapting var , scenario
modelling and regulatory requirements
vince kaminski , head of quantitative research , enron energy
once again , thank you for agreeing to participate and i look forward to
working with you on this event .
kind regards
andreas
- - - - - original message - - - - -
from :
to :
cc :
sent : thursday , august 17 , 2000 5 : 22 pm
subject : re : the garp 2001 convention : invitation to speak
andreas ,
i shall be glad to speak . i can address topic 2 or 4
( energy risk or volatility ) .
vince kaminski
" andreas simou " on 08 / 15 / 2000 09 : 58 : 26
am
to :
cc :
subject : the garp 2001 convention : invitation to speak
invitation to speak
garp 2001
the 2 nd annual risk management convention
13 ( superscript : th ) & 14 ( superscript : th ) february , 2001 ? marriott world
trade center , new york
dear kaminski
further to my telephone conversation today with your secretary , shirley
crenshaw , and on behalf of the global association of risk professionals , i
have great pleasure in inviting you to speak at our 2 ( superscript : nd )
annual risk management convention ? garp 2001 .
this event has rapidly establishing itself as the risk management
industry ' s most important meeting point . garp 2000 reflected the key
concerns of risk management experts world - wide , with over 400 attendees in
its first year . three simultaneous streams address traditional pricing and
risk management techniques , along with specialised streams addressing new
sectors , such as the corporate world and the insurance industry . with a
speaker panel of over 55 senior and executive financial professionals from
investment banks , regulatory bodies , asset management firms , academics ,
insurers / re - insurers , corporate and system providers this is the financial
risk management event of the year .
key areas that this convention will consider include market risk ( stress
testing , liquidity , jump diffusion , evt ) , credit risk ( regulation ,
modeling , stress testing , credit portfolio management , credit
derivatives ) , operational risk , ( regulation , data , modeling , validation ,
evt ) advanced asset & liability management , corporate / energy risk
management and the insurance & capital markets .
from my research and discussions with experts in this arena your name was
highly recommended as a speaker for this event . below is the stream on
corporate / energy risk management and i had in mind one of the sessions
below for you . also , the topic titles are provisional and i am open to
suggested alterations .
corporate / energy risk management
modelling corporate risk ? risk management from a shareholder value
perspective
measuring energy risk ? tackling price volatility , adapting var ,
scenario modelling and regulatory requirements
forward pricing ? construction of the forward curve , correlations ,
transparency issues
the volatility challenge ? modelling price volatility and examining the
new products designed to stabilise volatility
energy credit risk management
garp is a not - for - profit , independent organisation of risk management
practitioners and researchers from leading financial institutions
world - wide . garp ' s mission is to facilitate the exchange of information ,
developing educational programs and promoting standards in the area of
financial risk management . for more information please refer to our web
site : www . garp . com
i sincerely hope you will be able to accept this invitation and i look
forward to hearing from you in due course . should you have any questions
please do not hesitate to contact me , otherwise i will call you again on
to discuss this further .
best regards
andreas
ps i have also attached a copy of garps 2000 program for your attention .
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
andreas simou
garp 2001 - conference producer
tel + 44 ( 0 ) 20 7626 9301
fax + 44 ( 0 ) 20 7626 9900
( see attached file : draft programme . doc )
( see attached file : g 2000 b & wlowr . pdf )
re : the garp 2001 convention : invitation to speak
andreas ,
this looks ok . i look forward to receiving a formal confirmation from you .
vince
" andreas simou " on 08 / 17 / 2000 11 : 49 : 29 am
to :
cc :
subject : re : the garp 2001 convention : invitation to speak
dear mr kaminski
thank you very much for agreeing to speak at the garp 2001 convention .
i will be sending you a formal letter of confirmation in the next few days ,
in the meantime i have selected the session below for you and included some
preliminary details ; are these correct ? i apologize if your details are not
correct but this is the information that was available to me . is the title
of the session to you liking , or would you like to ' spice it up ' a little ?
measuring energy risk - tackling price volatility , adapting var , scenario
modelling and regulatory requirements
vince kaminski , head of quantitative research , enron energy
once again , thank you for agreeing to participate and i look forward to
working with you on this event .
kind regards
andreas
- - - - - original message - - - - -
from :
to :
cc :
sent : thursday , august 17 , 2000 5 : 22 pm
subject : re : the garp 2001 convention : invitation to speak
andreas ,
i shall be glad to speak . i can address topic 2 or 4
( energy risk or volatility ) .
vince kaminski
" andreas simou " on 08 / 15 / 2000 09 : 58 : 26
am
to :
cc :
subject : the garp 2001 convention : invitation to speak
invitation to speak
garp 2001
the 2 nd annual risk management convention
13 ( superscript : th ) & 14 ( superscript : th ) february , 2001 ? marriott world
trade center , new york
dear kaminski
further to my telephone conversation today with your secretary , shirley
crenshaw , and on behalf of the global association of risk professionals , i
have great pleasure in inviting you to speak at our 2 ( superscript : nd )
annual risk management convention ? garp 2001 .
this event has rapidly establishing itself as the risk management
industry ' s most important meeting point . garp 2000 reflected the key
concerns of risk management experts world - wide , with over 400 attendees in
its first year . three simultaneous streams address traditional pricing and
risk management techniques , along with specialised streams addressing new
sectors , such as the corporate world and the insurance industry . with a
speaker panel of over 55 senior and executive financial professionals from
investment banks , regulatory bodies , asset management firms , academics ,
insurers / re - insurers , corporate and system providers this is the financial
risk management event of the year .
key areas that this convention will consider include market risk ( stress
testing , liquidity , jump diffusion , evt ) , credit risk ( regulation ,
modeling , stress testing , credit portfolio management , credit
derivatives ) , operational risk , ( regulation , data , modeling , validation ,
evt ) advanced asset & liability management , corporate / energy risk
management and the insurance & capital markets .
from my research and discussions with experts in this arena your name was
highly recommended as a speaker for this event . below is the stream on
corporate / energy risk management and i had in mind one of the sessions
below for you . also , the topic titles are provisional and i am open to
suggested alterations .
corporate / energy risk management
modelling corporate risk ? risk management from a shareholder value
perspective
measuring energy risk ? tackling price volatility , adapting var ,
scenario modelling and regulatory requirements
forward pricing ? construction of the forward curve , correlations ,
transparency issues
the volatility challenge ? modelling price volatility and examining the
new products designed to stabilise volatility
energy credit risk management
garp is a not - for - profit , independent organisation of risk management
practitioners and researchers from leading financial institutions
world - wide . garp ' s mission is to facilitate the exchange of information ,
developing educational programs and promoting standards in the area of
financial risk management . for more information please refer to our web
site : www . garp . com
i sincerely hope you will be able to accept this invitation and i look
forward to hearing from you in due course . should you have any questions
please do not hesitate to contact me , otherwise i will call you again on
to discuss this further .
best regards
andreas
ps i have also attached a copy of garps 2000 program for your attention .
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
andreas simou
garp 2001 - conference producer
tel + 44 ( 0 ) 20 7626 9301
fax + 44 ( 0 ) 20 7626 9900
( see attached file : draft programme . doc )
( see attached file : g 2000 b & wlowr . pdf )