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SAS OpRisk VaR 4.1_M3

Hot Fix Downloads

* Important changes to Hot Fixes!

C75001 was replaced by C75009

C75002 was replaced by C75009

C75003 was replaced by C75009

C75004 was replaced by C75009

C75005 was replaced by C75009

C75006 was replaced by C75009

C75008 was replaced by 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
Windows Released: July 31, 2014     Documentation: C75009wn.html       Download: C75009wn.exe  
Windows for x64 Released: July 31, 2014     Documentation: C75009x6.html       Download: C75009x6.exe  
64-bit Enabled HP-UX Released: July 31, 2014     Documentation: C75009h6.html       Download: C75009h6.bin  
64-bit Enabled Solaris Released: July 31, 2014     Documentation: C75009s6.html       Download: C75009s6.bin  
64-bit Enabled AIX Released: July 31, 2014     Documentation: C75009r6.html       Download: C75009r6.bin  
Linux Released: July 31, 2014     Documentation: C75009lx.html       Download: C75009lx.bin  
HP-UX IPF Released: July 31, 2014     Documentation: C75009hx.html       Download: C75009hx.bin  
Linux for x64 Released: July 31, 2014     Documentation: C75009la.html       Download: C75009la.bin  
Solaris for x64 Released: July 31, 2014     Documentation: C75009sx.html       Download: C75009sx.bin  
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