00

Var

2 entries

E

Enron Research Group

Enron's quantitative research division led by Vince Kaminski, employing approximately 50 PhD-level analysts who specialized in derivatives pricing, risk modeling, and financial engineering from 1992-2002.

T

Trading Risk Desk (Global Risk Management Operations)

Enron's operational risk monitoring function, formally known as Risk Controls-Operational, which handled daily VAR calculations, position limit monitoring, and risk reporting across all trading desks under Sally Beck's Global Risk Management Operations umbrella.