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SAS OpRisk VaR 4.2

Hot Fix Downloads for Windows for IPF

* General Information about Hot Fixes

E78001 was replaced by E78005

E78002 was replaced by E78005

E78003 was replaced by E78005

E78004 was replaced by E78005

E78005 for Windows for IPF
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 SASŪ 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 SASŪ OpRisk VaR E78001
46848 Java exception occurs when trying to save a bucket proxy scenario 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
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
46394 Minimum required count for fitting cannot be less than 4 E78004
46602 Slow performance in creating a filter component when using millions of loss data observations in SASŪ OpRisk VaR E78004
46495 Selected covariance for VaR calculations not applied E78004
41540 Scenario simulation allows only one scenario per cell E78005
41996 Using multiple severity ranges for a single proxy simulation can result in missing values for quantiles in VaR simulations E78005
41997 VaR calculation results might be missing when re-running after changing settings for VaR calculation options E78005
42203 Incremental data loading causes fit failure in SASŪ OpRisk VaR 4.2 E78005
42205 Including KRIs in severity fits in SASŪ OpRisk VaR 4.2 causes the stepwise method results to be incorrect E78005
42273 WARNING: Apparent symbolic reference TAILBOUNDARYPERCENT_TEMP not resolved E78005
42274 ERROR: No appending done because of anomalies listed above. Use FORCE option to append these files E78005
42288 When rare events are used in SASŪ OpRisk VaR 4.2, the resulting parameter confidence intervals are incorrect E78005
42300 ALERT - Warnings and errors occur when you simulate models that include suggested KRIs E78005
42330 ALERT - When using parallel processing, the KRI Selection Method for severity is incorrectly reported as SEV_SELECTIO in SASŪ OpRisk VaR 4.2 E78005
42348 The error "Overflow has occurred; evaluation is terminated" might occur when you calculate parameter variance in SASŪ OpRisk VaR 4.2 E78005
42451 Division by zero can cause failure of VaR sensitivity calculations and parameter variance confidence intervals E78005
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) E78005
44877 Maximum of 5 buckets are used in bucket scenarios E78005
46599 "ERROR: The requested table is too large to process" when loss data have many classification levels in SASŪ OpRisk VaR E78005
46382 ERROR: A table has become too large E78005
46397 VaR calculation failure and errors when using an internal scenario by itself E78005
46546 Java exception when opening a model-based scenario in the user interface E78005
46553 ALERT - Last bucket in a bucket scenario might be dropped E78005
46794 ALERT - "ERROR: Variable CCVUID_0 is not on file VARPRJ_M.FREQCOUNTS_I." when attempting to fit distributions E78005
46795 "WARNING: No CMP or C functions found in library destlib.Permlib." when loading data E78005
46796 "WARNING: Apparent symbolic reference DISPLAYNAME1_I not resolved" when frequency fitting E78005
47156 VaR not calculated because of "ERROR: File WORK.OUTDRAWS_1.DATA does not exist." E78005
47159 The KRI sensitivity slider bar might not function properly in SASŪ OpRisk VaR E78005
47213 ALERT - ERROR: The macro ORVA_SFITALL will stop executing. E78005
47216 Performance problems when using a large missing range table - ERROR: Insufficient space in file WORK._TMP_LOSSES_M.DATA. E78005
Released: August 15, 2012     Documentation: E78005w6.html D       Download: E78005w6.exe  
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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