| FROM: wanda.curry@enron.com |
| TO: sally.beck@enron.com |
| Subject:FW: ERMS books not getting into RisktRAC |
| Sally, |
| FYI. This is an example of the issues associated with the risk feeds and the need to document the universe of books that should be sent to RisktRAC on a daily basis. Both Todd and Shona are working to reconcile RisktRAC positions to the source liquids books, identify the omitted books and make corrections. The total volume difference is 3.4 million barrels (not certain this is accurate, but material under any circumstance). I am also not certain how long these positions have not been included. I believe this issue it limited to VAR only, and that CreditAg has been reporting the credit exposures. |
| It would be a good idea to dissect this particular problem to understand the scope of what we need for Project Green Light. If you would like to discuss this further, let me know. I would like to ask for the following, 1) how long have these books not been included in RisktRAC, 2) what is the impact on V@R, 3) total volumes not reported, and 4) reason for omission (I believe it had to do with the portfolio hierarchy). Please, let me know what you think. |
| Thanks, |
| Wanda |
| ----------------------------- |
| FROM: Hagelmann, Bjorn |
| TO: Curry, Wanda |
| SUBJECT: FW: ERMS books not getting into RisktRAC |
| Regards |
| Bj?rn Hagelmann |
| ----------------------------- |
| |
| FROM: McIntyre, Burton |
| TO: Kasemervisz, William E. |
| SUBJECT: ERMS books not getting into RisktRAC |
| Bill, please see the attached list of books that you are officializing that is not coming into the RisktRAC. |
| Burton & Zakiyyah |
| UK-PL-BRENT |
| UK-JV-ARB-GOIP |
| UK-CRD-DUBAI |
| UK-CRD-CLCM |
| UK-CRD-BRCM |
| UK-CD-CLCM |
| UK-CD-BRCM |
| UK-BENZ-FIN2 |
| SGP-RESID-BRNT |
| PHYOIL2 |
| OIL-SPECII-C3 |
| OIL PRICE - CLCM |
| OIL - BRCM |
| BLND-BRENT |
| ----------------------------- |
|
|
