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SAS OpRisk VaR 4.21

Hot Fix Downloads

* General Information about Hot Fixes

G66001 was replaced by G66008

G66002 was replaced by G66008

G66003 was replaced by G66008

G66004 was replaced by G66008

G66005 was replaced by G66008

G66006 was replaced by G66008

G66007 was replaced by G66008

SAS OpRisk VaR 4.21
Issue(s) Addressed:Introduced:
45551 VaR simulation produces all missing values using model-based scenarios G66001
46561 Reported moments for the inverse Gaussian severity function are not correct G66001
46495 Selected covariance for VaR calculations not applied G66001
46848 A Java exception occurs when you try to save a bucket proxy scenario G66001
45692 ALERT - Duplicate losses appear in a project because of multilevel KRI specifications G66002
46133 ALERT - User-specified, global, maximum loss value ignored when using a proxy scenario G66002
46382 ERROR: A table has become too large G66002
46397 VaR calculation failure and errors when using an internal scenario by itself G66002
46546 Java exception when opening a model-based scenario in the user interface G66002
46553 ALERT - Last bucket in a bucket scenario might be dropped G66002
46599 "ERROR: The requested table is too large to process" when loss data have many classification levels in SAS® OpRisk VaR G66002
46394 Minimum required count for fitting cannot be less than 4 G66002
46602 Slow performance in creating a filter component when using millions of loss data observations in SAS® OpRisk VaR G66002
46604 Data displayed for validation might be incorrectly formatted for non-English language locales in SAS® OpRisk VaR G66002
46614 Up and down arrows do not function - cannot change the priority when combining internal and public data in VaR Calculation Criteria Options window G66002
46794 ALERT - "ERROR: Variable CCVUID_0 is not on file VARPRJ_M.FREQCOUNTS_I." when attempting to fit distributions G66003
46795 "WARNING: No CMP or C functions found in library destlib.Permlib." when loading data G66003
46796 "WARNING: Apparent symbolic reference DISPLAYNAME1_I not resolved" when frequency fitting G66003
47156 VaR calculations are missing and the error message "File WORK.OUTDRAWS_1.DATA does not exist" is generated G66004
47159 The KRI sensitivity slider bar might not function properly in SAS® OpRisk VaR G66004
47213 ALERT - The error "The macro ORVA_SFITALL will stop executing" occurs in SAS® OpRisk VaR G66004
47216 Performance problems occur and the error "Insufficient space in file WORK._TMP_LOSSES_M.DATA" is generated when you use a large missing-range table G66004
48903 More than 40 KRIs in SAS® OpRisk VaR causes a string truncation and an error such as "ERROR: Variable KR not found." G66005
48912 String length of greater than 1024 for KRI names in SAS® OpRisk VaR results in frequency fitting failure G66005
48899 The FCORR matrix in SAS® OpRisk VaR contains negative values G66005
48969 ALERT - Frequency fits when using internal business-line KRIs can have incorrect counts, which results in frequency means that are too small G66006
49249 Errors occur when you fit severity models in SAS® OpRisk VaR and all of the suggested KRIs for a cell have missing values G66007
52232 The displayed frequency variance on the Empirical Matrix tab might be incorrect G66007
52301 The user interface in SAS® OpRisk VaR 5.1 shows that a fit-failed model is selected as the best fit G66007
52342 The process of merging data fails and generates the error "BY variables are not properly sorted on data set WORK._TMP_INSURANCEDATA_" G66007
52419 Fitting a body-tail model fails when you use KRIs and generates the warning "The data set WORK._FGP_COUNTS may be incomplete" G66007
52476 Global fitting options do not persist and KRIs are not included in models G66007
50206 Global range dates are incorrect for non-USA time zones G66007
52295 The Severity and Frequency labels on the Assign Effects tab overlap each other when you assign an effect to cells in a 1-row matrix G66007
52525 Changing the default mix settings from the Tools menu results in a Java exception G66007
44877 Maximum of 5 buckets are used in bucket scenarios G66008
55859 KRI counts are incorrect and the error "...Too many parameters to be estimated" occurs G66008
48898 Cannot clear model fits in SAS® OpRisk VaR G66008
Windows Released: June 15, 2015     Documentation: G66008wn.html D       Download:  
Windows for x64 Released: June 15, 2015     Documentation: G66008x6.html D       Download:  
64-bit Enabled HP-UX Released: June 15, 2015     Documentation: G66008h6.html D       Download:  
64-bit Enabled Solaris Released: June 15, 2015     Documentation: G66008s6.html D       Download:  
64-bit Enabled AIX Released: June 15, 2015     Documentation: G66008r6.html D       Download:  
Linux Released: June 15, 2015     Documentation: G66008lx.html D       Download:  
HP-UX IPF Released: June 15, 2015     Documentation: G66008hx.html D       Download:  
Linux for x64 Released: June 15, 2015     Documentation: G66008la.html D       Download:  
Solaris for x64 Released: June 15, 2015     Documentation: G66008sx.html D       Download:  
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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