SAS OpRisk VaR 4.1_M3 Hot Fix Downloads

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SAS OpRisk VaR 4.1_M3

Hot Fix Downloads for HP-UX IPF

General Information about 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

C75009 for HP-UX IPF

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

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 SASŽ OpRisk VaR C75005

46604 Data displayed for validation might be incorrectly formatted for non-English language locales in SASŽ OpRisk VaR C75006

48898 Cannot clear model fits in SASŽ OpRisk VaR C75007

48903 More than 40 KRIs in SASŽ 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 SASŽ 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 SASŽ OpRisk VaR C75009

51064 KRIs that have only 1 observation cause an internal error in SASŽ 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

Released: July 31, 2014 Documentation: C75009hx.html Download: C75009hx.bin

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