Risk Dimensions Offering 5.31 Hot Fix Downloads

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Risk Dimensions Offering 5.31

Hot Fix Downloads for 64-bit Enabled AIX

General Information about Hot Fixes

I51001 was replaced by I51002

I51002 for 64-bit Enabled AIX

Risk Dimensions Offering 5.31

Issue(s) Addressed:

Introduced:

44037

"ERROR: Read Access Violation In Task [ RISK ]" message occurs when running a cash flow analysis

I51001

44077

Reports are empty in the SAS® Risk Dimensions® GUI

I51001

45823

Spawned project results might be incorrect when a trading group is specified

I51001

45924

"ERROR: A lock is not available for RSKPARTS.SIMSTATE.DATA." when distributing the positions in a portfolio across nodes

I51001

45926

ALERT - PROC COMPILE trade method "ERROR: You cannot access variable while you are in method ."

I51001

45953

SURFACE_VALUE function returns incorrect results

I51001

45958

"ERROR: All PRICING methods must assign the _VALUE_ variable." message when the _VALUE_ variable is assigned in READ_SCENARIO_CF

I51001

46323

Cash flows received on bucket dates are misbucketed

I51001

46411

When using the READ_SCENARIO_CF CALL routine to read in elements of _cashflow_ structures, the repricing index, RepDate, might start at 2

I51001

46807

Mitigation rules require a long time to run

I51001

46920

A risk factor is not perturbed when set by a transformation method and in a category that is used for marginal or conditional analysis

I51001

46924

Cash flows do not bucket if READ_SCENARIO_CF is used and no maturity is specified

I51001

46927

The mitigation utility file gets very large, processing stops, and "ERROR: Insufficient space in file XXYABB.ALL_REG_REGULATORY.PUTILITY.." appears

I51001

47222

ALERT - If the base case value is missing, the pricing method is not run for non-base case market states; results based on output variables can be incorrect

I51001

47315

ALERT - If _cash_ is a missing value, the final output values should also be missing values

I51001

47347

Outvar value can be overwritten by _value_ if ALLCASHFLOW output data set is specified with the OUTALL and ALLPRICE output data sets not specified

I51001

48012

MarginalVaR and ConditionalVaR are zero (0) when performing a cash flow simulation analysis

I51001

48033

Potentially incorrect results when using transformation methods and Delta-Normal analysis

I51001

48140

Incorrect handling of cash flow legs when buckets are of unequal lengths

I51001

48219

PostVaR variables have missing values in Scen output data set when running multiple PostVaR methods

I51001

48075

NumberFormatException received because the numerical format of the user locale is not recognized in the Curve Tool Prompt

I51001

46321

Reverse prorate of cash flows cannot be performed

I51002

53909

Mixed simulation with conditional normal distribution produces incorrect conditional mean

I51002

53892

The SAS® Risk Management for Banking user interface stops responding when you create a scenario that contains a large number of risk factors

I51002

Released: October 14, 2014

Documentation: I51002r6.html ^D

Download: I51002pt.zip

^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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