SAS OpRisk VaR 4.2 Hot Fix Downloads

Providing software solutions since 1976

SAS OpRisk VaR 4.2

Hot Fix Downloads for 64-bit Enabled HP-UX

E78001 was replaced by E78003

E78002 was replaced by E78003

E78003 for 64-bit Enabled HP-UX

SAS OpRisk VaR 4.2

Issue(s) Addressed: Introduced:

42255 Missing VaR value and frequency simulation fails for internal scenario with modified frequency moments in SASŽ OpRisk VaR 4.2 E78001

43768 The classification row and column tree are empty E78001

43771 Assign effects tab for scenarios has wrong information in the column and row labels E78001

43775 The error "com.sas.iom.SAS.IDataServicePackage.NoLibrary: Library VRx does not exist" occurs when you import scenarios into SASŽ OpRisk VaR E78001

44101 ALERT - Q-Q plot drops near the body-tail cutoff E78002

44166 Frequency scaling is incorrectly used and causes incorrect frequency scale parameter estimates for sample user-defined UPOIS and UNEGBIN distributions E78002

44182 ALERT - Computation of the offset is incorrect and can cause incorrect frequency parameter estimates E78002

44204 LogNormal_GPD body-tail distribution is not fit when KRIs are used E78002

44229 ALERT - Mixing cell data and using "Combine Sources" in VaR Options leads to warnings, errors, and missing VaR numbers E78002

41540 Scenario simulation allows only one scenario per cell E78003

41996 Using multiple severity ranges for a single proxy simulation can result in missing values for quantiles in VaR simulations E78003

41997 VaR calculation results might be missing when re-running after changing settings for VaR calculation options E78003

42203 Incremental data loading causes fit failure in SASŽ OpRisk VaR 4.2 E78003

42205 Including KRIs in severity fits in SASŽ OpRisk VaR 4.2 causes the stepwise method results to be incorrect E78003

42273 WARNING: Apparent symbolic reference TAILBOUNDARYPERCENT_TEMP not resolved E78003

42274 ERROR: No appending done because of anomalies listed above. Use FORCE option to append these files E78003

42288 When rare events are used in SASŽ OpRisk VaR 4.2, the resulting parameter confidence intervals are incorrect E78003

42300 ALERT - Warnings and errors occur when you simulate models that include suggested KRIs E78003

42330 ALERT - When using parallel processing, the KRI Selection Method for severity is incorrectly reported as SEV_SELECTIO in SASŽ OpRisk VaR 4.2 E78003

42348 The error "Overflow has occurred; evaluation is terminated" might occur when you calculate parameter variance in SASŽ OpRisk VaR 4.2 E78003

42451 Division by zero can cause failure of VaR sensitivity calculations and parameter variance confidence intervals E78003

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) E78003

45551 VaR simulation produces all missing values using model-based scenarios E78003

45692 ALERT - Duplicate losses appear in a project because of multilevel KRI specifications E78003

46133 ALERT - User-specified, global, maximum loss value ignored when using a proxy scenario E78003

Released: April 02, 2012 Documentation: E78003h6.html ^D Download: E78003h6.bin

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

Top ^

PLEASE CAREFULLY READ THE TERMS AND CONDITIONS OF THIS LICENSE AGREEMENT ("AGREEMENT") BEFORE DOWNLOADING MATERIALS FROM THIS SITE. BY DOWNLOADING ANY MATERIALS FROM THIS SITE, YOU ARE AGREEING TO THESE TERMS.

You are downloading software code ("Code") which will become part of a product ("Software") you currently have licensed from SAS Institute Inc. or one of its subsidiaries ("the Institute"). this Code is designed to either correct an error in the Software or to add functionality to the Software. The code is governed by the same agreement which governs the Software. If you do not have an existing agreement with the Institute governing the Software, you may not download the Code.

SAS and all other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in the USA and other countries. ^® indicates USA registration. Other brand and product names are registered trademarks or trademarks of their respective companies.