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SAS OpRisk VaR 5.1

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J67001 was replaced by J67014

J67002 was replaced by J67014

J67003 was replaced by J67014

J67004 was replaced by J67014

J67005 was replaced by J67014

J67006 was replaced by J67014

J67007 was replaced by J67014

J67008 was replaced by J67014

J67010 was replaced by J67014

J67011 was replaced by J67014

J67012 was replaced by J67014

J67013 was replaced by J67014

J67014
SAS OpRisk VaR 5.1
Issue(s) Addressed:Introduced:
51445 ICF J67007 for SAS® OpRisk VaR 5.1 is available for customer download by request only - optimization of severity fitting performance J67001
49459 Cell slice-level models are available only if Internal Business Line is used as a cross-classification variable J67001
49766 Scaling factors for level 3 and higher of internal business lines are not calculated correctly J67002
49932 ALERT - Correlation in time calculation in SAS® OpRisk VaR does not incorporate time exposure J67002
48912 String length of greater than 1024 for KRI names in SAS® OpRisk VaR results in frequency fitting failure J67003
50197 ALERT - Frequency model fit statistics are missing when missing range covers the entire fit interval J67003
50199 ALERT - If only severity scalings are used, the frequency fitting fails with the error "Unable to determine net exposure for all losses" J67003
50204 ALERT - VaR sensitivity shows a negative relationship with the Poisson lambda parameter J67003
50244 ALERT - If multiple thresholds are used in the loss data, the frequency counts are incorrect J67003
50261 Scale factor adjustments for Internal Business Lines (IBLs) are incorrect and the Annual Adjustment Factor (AAF) is not included J67003
50206 Global range dates are incorrect for non-USA time zones J67003
50441 The Percentage option is used instead of the Hill-Estimator option for fitting body-tail models J67004
50360 When using a SAS/SHARE® server and logging on to the SAS® OpRisk VaR client with two user IDs, one session ends in errors when you exit J67004
51023 ALERT - Rare event scenarios are not used in simulations J67005
51028 Implicit limit of 100 KRIs in SAS® OpRisk VaR J67005
51035 SAS® OpRisk VaR is not compatible with Java releases 1.6.0_45 and 1.7.0_21 J67005
51064 KRIs that have only 1 observation cause an internal error in SAS® OpRisk VaR when the data are accepted as version J67005
51333 Fitting body-tail severity models using the Hill-Estimator fails with the error "There are not enough observations above the tail breakpoints" J67006
51270 Fitting LogNormal-Gamma and other models for cells that have millions of loss observations and a threshold of zero requires many hours J67007
51666 Negative Binomial frequency fitting fails when you use many Internal Business Lines J67008
51705 The simulation fails when you are using models that have many KRIs J67008
51731 The error "Variable CCUID is not on file WORK._SPARMNEW_1" occurs when the severity fitting fails and no models are selected J67008
51772 Frequency fit statistics fail to display - unable to resolve some variables - ERROR 22-322: Syntax error J67008
51670 A user can have the same project open simultaneously in multiple client UIs J67008
51671 VaR simulation copulas and fitting diagnostic graphs are not available when running in client proxy mode J67008
51673 Threshold for frequency fit is not displayed correctly for "zero count default" in the UI J67008
51730 For incremental data versions, user-created scaling does not work in projects J67008
53187 Project creation in a high-latency environment fails with "ERROR: File VARPRJ.MODEL.DATA does not exist" J67009
52232 The displayed frequency variance on the Empirical Matrix tab might be incorrect J67010
52342 The process of merging data fails and generates the error "BY variables are not properly sorted on data set WORK._TMP_INSURANCEDATA_" J67010
52392 The COUNTREG procedure removes a KRI during the fitting process even though the REG procedure included it earlier J67010
52419 Fitting a body-tail model fails when you use KRIs and generates the warning "The data set WORK._FGP_COUNTS may be incomplete" J67010
52475 Generating the PDF output of the audit log report fails with "ERROR 73-322: Expecting an =." when you process the ORVR_AUDIT_LOG macro J67010
52615 Scenarios that use standard dimensions are not applied in the Empirical Matrix J67010
52664 A bucketed scenario is not applied in the Empirical Matrix J67010
52783 A simulation is slow when you are using KRIs J67010
52834 Fitting for INV Gauss, Gamma, and RobustLNG models fails with "ERROR: File WORK._COVMAT_.DATA does not exist" J67010
53009 Unzipping files during a data store migration fails with "ERROR: File is in use 'path'" and "WARNING: Skipping this package due to a package problem" J67010
53282 Severity backtesting fails for empirical distributions J67010
53293 New functionality is available for automatically collecting diagnostic and release information J67010
53359 Fitting IBL frequency models with IBL KRIs generates the message "ERROR: The result is too large to store in function 'pgfNEGBIN'" J67010
52301 The user interface in SAS® OpRisk VaR 5.1 shows that a fit-failed model is selected as the best fit J67010
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 J67010
52525 Changing the default mix settings from the Tools menu results in a Java exception J67010
52707 Sensitivity slider bars do not function properly for firm KRIs J67010
52708 A Hill Plot Exploratory Graph is not displayed as expected and user-supplied VaR simulation copulas fail J67010
53425 ALERT - Insurance policies that you add from the VaR Matrix Cell Editor in SAS® OpRisk VaR are not applied J67010
53774 An error similar to "Invalid argument or operand; contains missing values" occurs when you force KRIs into frequency models J67011
54222 The value at risk (VaR) might be negative when you use secondary insurance for operational losses in SAS® OpRisk VaR J67011
54223 The fitting process for the LogNormal mixture severity model does not finish J67011
54224 The fitting process for the LogNormal-Gamma severity model does not finish processing J67011
54415 Project export fails with "Unable to add a directory to the version." if, for example, the project name includes an "±" (Spanish/Portuguese) J67012
54668 Extensions.dtd is not in sync with Extensions.xml and validation fails J67013
54970 "ERROR: The macro ORVA_KRIMERGE will stop executing" occurs when all losses are filtered out by a mapping and filter combination J67013
55068 Insurance simulation can fail if some, but not all, losses have insurance information J67013
54974 Filter Limit - SQL Exception reading data set: {1} Unable to execute query: SQL passthru expression contained these errors: ERROR: Out of memory. J67013
56749 The empirical moments for the frequency models in the total cells might be inaccurate J67014
56752 Frequency means might be incorrect if loss events have non-insurance recoveries that drive net losses to zero (0) J67014
56810 Primary insurance is not applied in VaR simulation J67014
57244 The missing range table is not correctly mapped during data loading in SAS® OpRisk VaR J67014
Windows Released: December 15, 2015     Documentation: J67014wn.html D       Download: J67014pt.zip  
Windows for x64 Released: December 15, 2015     Documentation: J67014x6.html D       Download: J67014pt.zip  
64-bit Enabled HP-UX Released: December 15, 2015     Documentation: J67014h6.html D       Download: J67014pt.zip  
64-bit Enabled Solaris Released: December 15, 2015     Documentation: J67014s6.html D       Download: J67014pt.zip  
64-bit Enabled AIX Released: December 15, 2015     Documentation: J67014r6.html D       Download: J67014pt.zip  
Linux Released: December 15, 2015     Documentation: J67014lx.html D       Download: J67014pt.zip  
HP-UX IPF Released: December 15, 2015     Documentation: J67014hx.html D       Download: J67014pt.zip  
Linux for x64 Released: December 15, 2015     Documentation: J67014la.html D       Download: J67014pt.zip  
Solaris for x64 Released: December 15, 2015     Documentation: J67014sx.html D       Download: J67014pt.zip  
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