From: vince.kaminski@enron.com
To: astaude@iirltd.co.uk
Cc: vince.kaminski@enron.com
Date: 2001-04-11 12:59:00+00:00
Subject: Re: PoweRisk 2001 - Your Invitation

Angelika,

Thanks for the invitation.
Yes, I shall be glad to attend and repeat the same presentation.

Vince





Angelika Staude <AStaude@iirltd.co.uk> on 04/09/2001 04:19:08 AM
To: "'vince.j.kaminski@enron.com'" <vince.j.kaminski@enron.com>
cc:  
Subject: PoweRisk 2001 - Your Invitation



?


PoweRisk 2001

The Global Premier ForumforEnergy Trading & Risk  Management

?6th - 9th November  2001, Paris

?
Dear Mr Kaminski, 
?
I am responsible for the programme of this year's  PoweRisk conference in 
Paris. Helyette Geman has informed me that she has  contacted you concerning 
the workshop and that you are happy to do it with her  again this year - 
brilliant!
?
I would like to know if you are also interested in  delivering a paper again. 
The audience in previous years greatly appreciated  your contribution, and I 
would me more than happy if you could join us again.  
?
To give you an idea of the programme so far, these are  the ("technical") 
topics that are already covered:
?


Chris  Strickland: Forward Curve Models with Jumps for the Pricing of Exotic 
Energy  Contracts

multi-factor forward  curve models for the valuation of energy contracts 
adding jumps 
applying the models to  exotic energy options 
extensions to multiple  energy contracts 

Les  Clewlow: Valuation and Risk Management of Virtual Power Stations and 
Gas  Supply Agreements

Structures of  Gas Supply Agreements (GSA) 
Relationships  between Physical and Virtual Power Stations (PPS/VPS) 
Valuation  methods for GSA's and VPS's 
Risk Analysis of GSA's  and VPS's

 

Derek Bunn, Professor of Decision  Sciences, LONDON BUSINESS SCHOOL: 
Analysing The Impact Of NETA On  Market Efficiency & Volatility In The UK 
Energy  Market
 

Chris Harris,  Director of Market Development.Operations and Engineering, 
INNOGY: Applying  Cutting-Edge Portfolio Management Theory In Order To 
Optimise Your Risk Exposure  

Establishing  and valuing the key factors using a bottom up approach 
Looking at  the interconnection between key factors 
The treatment of the risk  of infrequent but high impact events

Peter  Nance, Principal, TEKNECON: Combining Power  Systems And Monte Carlo 
Simulations For Effective  Pricing

Dan  Mansfeld, Head of Risk  Control,  VATTENFALL:  Assessing The Benefits 
And Risks Of Using  Derivatives As Part Of Your Risk Management Strategy

Spyros  Maragos: Analysing New Approaches To Building Forward Curves From 
Available  Market Data 

Tamara  Weinert, Credit and Contracts  Manager, MIRANT  ENERGY: Successfully 
Measuring & Managing Credit  Risk

What is  Credit Risk? 
Major changes  in the industry and their impact on Credit Risk 
Effects of  new risk profiles on credit appetite: Credit analysis; Limit 
Setting; Risk  Reducing Structures 
Importance of Credit in  the Organizational Structure: Reporting; Dependence; 
Structure of Credit  Department

Brett  Humphreys: Examining Cutting-Edge Credit Exposure Mitigation Tools: 
Combining  Counterparty and Portfolio Credit VaR Techniques

Helyette Geman: Pricing of exotic energy derivatives and structured  contracts

Please let me know if you are interested  in joining the PoweRisk 2001 
speaker panel, and which topic you would like to  cover. I think that 
something along the lines of last year's talk (State-of-the-Art Volatility 
And Correlation Estimation  Techniques For Multiple Energy Portfolios)  would 
be brilliant again, but please  feel free to chose something else that has 
not been covered  yet.
?
I look forward to hearing  from you, 
?
Kind Regards,  
Angelika  Staude
?
Director?PoweRisk  2001
?
Tel: 0044 207 915  5675
Fax: 0044 207 915  5101
?
?
PS: For your information, please find enclosed a list  of confirmed speakers 
for PoweRisk 2001.
 - Confirmed Speakers.doc