From: vince.kaminski@enron.com
To: andreas.simou@dynamic-events.com
Cc: vince.kaminski@enron.com
Date: 2000-08-17 14:01:00+00:00
Subject: 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" <andreas.simou@dynamic-events.com> on 08/17/2000 11:49:29 AM
To: <Vince.J.Kaminski@enron.com>
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: <Vince.J.Kaminski@enron.com>
To: <andreas.simou@dynamic-events.com>
Cc: <Vince.J.Kaminski@enron.com>
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" <andreas.simou@dynamic-events.com> on 08/15/2000 09:58:26
AM

To:   <vkamins@enron.com>
cc:
Subject:  The GARP 2001 Convention: invitation to Speak





                            INVITATION TO SPEAK




GARP 2001


The 2nd 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: g2000b&wlowr.pdf)