G66008 for Windows for x64 |
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 |
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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. |