SAS OpRisk VaR Server 4.2 Hot Fix Downloads

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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 SASŽ OpRisk VaR 4.2 D13001

42205 Including KRIs in severity fits in SASŽ 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 SASŽ 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 SASŽ OpRisk VaR 4.2 D13001

42348 The error "Overflow has occurred; evaluation is terminated" might occur when you calculate parameter variance in SASŽ 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 SASŽ OpRisk VaR 4.2 D13002

Released: March 31, 2011 Documentation: D13002wn.html Download: D13002wn.exe

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