E78005 for Windows |
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 |
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D indicates that the Documentation has special pre-installation, post-installation or other unique instructions not commonly used for hot fix deployment. |