| C75009 |
| SAS OpRisk VaR 4.1_M3 |
| Issue(s) Addressed: | Introduced: |
| 39746 | KS statistic has p-value of 1 for fits in SASŪ OpRisk VaR 4.1 |
C75001 |
| 40727 | ERROR: The keyword parameter DATA was not defined with the macro |
C75001 |
| 40741 | Delete scenario from GUI but scenario still present and selected in Fparmi data set - get ERROR: The ORVA_LOSS_SIM macro ended abnormally. |
C75001 |
| 40818 | SASŪ OpRisk VaR 4.1 cannot load a covariance matrix that has a format that truncates values applied to the _name_ variable |
C75001 |
| 40975 | Rare events defined using the cross classification variable (CCV) property structure can cause incorrect SASŪ OpRisk VaR 4.1 simulation results |
C75001 |
| 40697 | Attempt to create data store archive larger than 4 gigabytes fails |
C75001 |
| 39115 | ALERT - A user-defined degenerate frequency distribution cannot be selected as the frequency distribution to use for VaR simulations |
C75002 |
| 44101 | ALERT - Q-Q plot drops near the body-tail cutoff |
C75003 |
| 44166 | Frequency scaling is incorrectly used and causes incorrect frequency scale parameter estimates for sample user-defined UPOIS and UNEGBIN distributions |
C75003 |
| 44182 | ALERT - Computation of the offset is incorrect and can cause incorrect frequency parameter estimates |
C75003 |
| 44201 | Parametrization of UNEGBIN is inconsistent, which causes incorrect distribution moments and simulated values |
C75003 |
| 44877 | Maximum of 5 buckets are used in bucket scenarios |
C75004 |
| 45692 | ALERT - Duplicate losses appear in a project because of multilevel KRI specifications |
C75005 |
| 46553 | ALERT - Last bucket in a bucket scenario might be dropped |
C75005 |
| 46599 | "ERROR: The requested table is too large to process" when loss data have many classification levels in SASŪ OpRisk VaR |
C75005 |
| 46604 | Data displayed for validation might be incorrectly formatted for non-English language locales in SASŪ OpRisk VaR |
C75006 |
| 48898 | Cannot clear model fits in SASŪ OpRisk VaR |
C75007 |
| 48903 | More than 40 KRIs in SASŪ OpRisk VaR causes a string truncation and an error such as "ERROR: Variable KR not found." |
C75007 |
| 48912 | String length of greater than 1024 for KRI names in SASŪ OpRisk VaR results in frequency fitting failure |
C75007 |
| 49802 | Numerical instability for parameters of Burr distribution causes overflow and simulation cannot be performed |
C75007 |
| 45184 | Proxy bucket scenario simulation results might be incorrect when one or more bucket weights are zero or are essentially zero (for example, 1E-10) |
C75009 |
| 51028 | Implicit limit of 100 KRIs in SASŪ OpRisk VaR |
C75009 |
| 51064 | KRIs that have only 1 observation cause an internal error in SASŪ OpRisk VaR when the data are accepted as version |
C75009 |
| 52392 | The COUNTREG procedure removes a KRI during the fitting process even though the REG procedure included it earlier |
C75009 |
| 53774 | Forced KRIs in frequency models that have nonsignificant, essentially zero parameters - "ERROR: Invalid argument or operand; contains missing values." |
C75009 |
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General Information about Hot Fixes