Message-ID: <6727905.1075858460494.JavaMail.evans@thyme>
Date: Tue, 8 May 2001 08:56:26 -0700 (PDT)
From: hayden@enron.com
To: tanya.tamarchenko@enron.com
Subject: Jumps no jumps
Cc: j..kaminski@enron.com
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VAR is using the May 1st run.  VaR without jumps is saved out in RMS_Value_at_Risk_copy table.  Of curiosity,  West-DPR-VAR is not really impacted by jumps.  I suspect the reason for this may be that back in 1998 that region was less deregulated than today.  Let me know your thoughts.

Frank


