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SAS OpRisk VaR Server 4.2

Hot Fix Downloads for Windows

* General Information about Hot Fixes

D13002 for Windows
SAS OpRisk VaR Server 4.2
Issue(s) Addressed:Introduced:
41540 Scenario simulation allows only one scenario per cell D13001
41996 Using multiple severity ranges for a single proxy simulation can result in missing values for quantiles in VaR simulations D13001
41997 VaR calculation results might be missing when re-running after changing settings for VaR calculation options D13001
42203 Incremental data loading causes fit failure in SASŪ OpRisk VaR 4.2 D13001
42205 Including KRIs in severity fits in SASŪ OpRisk VaR 4.2 causes the stepwise method results to be incorrect D13001
42273 WARNING: Apparent symbolic reference TAILBOUNDARYPERCENT_TEMP not resolved D13001
42274 ERROR: No appending done because of anomalies listed above. Use FORCE option to append these files D13001
42288 When rare events are used in SASŪ OpRisk VaR 4.2, the resulting parameter confidence intervals are incorrect D13001
42300 ALERT - Warnings and errors occur when you simulate models that include suggested KRIs D13001
42330 ALERT - When using parallel processing, the KRI Selection Method for severity is incorrectly reported as SEV_SELECTIO in SASŪ OpRisk VaR 4.2 D13001
42348 The error "Overflow has occurred; evaluation is terminated" might occur when you calculate parameter variance in SASŪ OpRisk VaR 4.2 D13001
42451 Division by zero can cause failure of VaR sensitivity calculations and parameter variance confidence intervals D13001
42255 Missing VaR value and frequency simulation fails for internal scenario with modified frequency moments in SASŪ OpRisk VaR 4.2 D13002
Released: March 31, 2011     Documentation: D13002wn.html       Download: D13002wn.exe  
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