Message-ID: <4120175.1075856600604.JavaMail.evans@thyme>
Date: Tue, 15 Aug 2000 08:58:00 -0700 (PDT)
From: andreas.simou@dynamic-events.com
To: vkamins@enron.com
Subject: The GARP 2001 Convention: invitation to Speak
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INVITATION TO SPEAK
=20



GARP 2001
=20

The 2nd Annual Risk Management Convention
=20

13th & 14th February, 2001 =01) Marriott World Trade  Center, New York
=20

Dear Kaminski

Further to my telephone conversation today with your secretary, Shirley =20
Crenshaw, and on behalf of the Global Association of Risk Professionals,  I=
=20
have great pleasure in inviting you to speak at our 2nd Annual  Risk=20
Management Convention =01) GARP 2001.=20

This event has rapidly establishing itself as the risk management industry=
=01,s =20
most important meeting point. GARP 2000 reflected the key concerns of risk =
=20
management experts world-wide, with over 400 attendees in its first year.=
=20
Three  simultaneous streams address traditional pricing and risk management=
=20
techniques,  along with specialised streams addressing new sectors, such as=
=20
the corporate  world and the insurance industry. With a speaker panel of ov=
er=20
55 senior and  executive financial professionals from investment banks,=20
regulatory bodies,  asset management firms, academics, insurers/re-insurers=
,=20
corporate and system  providers this is THE financial risk management event=
=20
of the year.=20

Key areas that this Convention will consider include Market Risk (stress =
=20
testing, liquidity, jump diffusion, EVT), Credit Risk (regulation, modeling=
, =20
stress testing, credit portfolio management, credit derivatives),=20
Operational  Risk, (regulation, data, modeling, validation, EVT) Advanced=
=20
Asset &  Liability Management, Corporate/Energy Risk Management and the=20
Insurance &  Capital Markets.

From my research and discussions with experts in this arena your name was =
=20
highly recommended as a speaker for this event. Below is the stream on=20
Corporate  / Energy Risk Management and I had in mind ONE of the sessions=
=20
below for you.  Also, the topic titles are provisional and I am open to=20
suggested  alterations.
=20

Corporate/Energy Risk Management
=20

Modelling Corporate Risk =01) Risk Management from a Shareholder Value =20
Perspective

Measuring Energy Risk =01) Tackling Price Volatility, Adapting VaR, Scenari=
o =20
Modelling and Regulatory Requirements

Forward Pricing =01) Construction of the Forward Curve, Correlations, =20
Transparency Issues

The Volatility Challenge =01) Modelling Price Volatility and Examining the =
 New=20
Products Designed to Stabilise Volatility=20

Energy Credit Risk Management

GARP is a not-for-profit, independent organisation of risk management =20
practitioners and researchers from leading financial institutions=20
world-wide.  GARP=01,s mission is to facilitate the exchange of information=
,=20
developing  educational programs and promoting standards in the area of=20
financial risk  management. For more information please refer to our web=20
site: www.garp.com

I sincerely hope you will be able to accept this invitation and I look =20
forward to hearing from you in due course. Should you have any questions=20
please  do not hesitate to contact me, otherwise I will call you again on t=
o=20
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
 - Draft programme.doc
 - g2000b&wlowr.pdf