Q: Management Committee Offsite Wednesday, October 24 11:30a - 5:00p Four Seasons Hotel, Whitney Room Lunch will be provided An agenda will be distributed prior to the meeting. Please call if you have any questions. Thanks,
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A: Confirmation of Management Committee Offsite - Wednesday, October 24, 11:30a - 5:00p

Q: Tim, lets not worry about margin at this point - we are trying to get a handle on headcount and direct expenses/capital charge first. You will have your day in court to discuss margin soon. Regards
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A: 2001 Plan

Q: The Extreme VaR functionality is now operational on the RaC website. The testing phase is completed, but ongoing calibration and fine-tuning will continue. Extreme VaR represents a complement to Regular VaR, but concentrates on the Extreme Tail regions. The default shown on the screen is at 99.7%. It can easily be set up for any portfolio of interest and at a user-specified confidence level. The following document summarizes the procedure to invoke it from your websites. Let me know if you have any questions. Naveen Andrews (58668).
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A: Extreme VaR

Q: Tana: Mike E. Kelly (mid market power) would like access to the database. Would you please request? Maybe some of the other power traders are interested. Thanks. Sara
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A:
lotus notes read-only access