SAS OpRisk VaR 4.1_M3 Hot Fix Downloads

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SAS OpRisk VaR 4.1_M3

Hot Fix Downloads for 64-bit Enabled HP-UX

Important changes to Hot Fixes!

C75001 was replaced by C75004

C75002 was replaced by C75004

C75003 was replaced by C75004

C75004 for 64-bit Enabled HP-UX

SAS OpRisk VaR 4.1_M3

Issue(s) Addressed: Introduced:

39746 KS statistic has p-value of 1 for fits in SASŽ 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 SASŽ 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 SASŽ 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

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) C75004

44877 Maximum of 5 fewer buckets are used in bucket scenarios C75004

Released: February 14, 2012 Documentation: C75004h6.html ^D Download: C75004h6.bin

^D indicates that the Documentation has special pre-installation, post-installation or other unique instructions not commonly used for hot fix deployment.

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