Problem Note 15331: Zero losses in an interval are treated as missing and discarded
 |  |  |  |  |
In both the empirical matrix and frequency fitting of SAS® OpRisk VaR, time intervals which contain no losses are dropped. This effectively increases the estimated frequency of events by dropping the 0 loss cases.
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
There is no workaround.
Select the Hot Fix tab in this note for information on how to obtain the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR Server | Microsoft Windows 2000 Professional | 1.5 | 2.5.1 | 9.1 TS1M3 | |
| Microsoft Windows 2000 Server | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| Microsoft Windows XP Professional | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Datacenter Server | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| 64-bit Enabled AIX | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| Solaris | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| 64-bit Enabled Solaris | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Advanced Server | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
| AIX | 1.5 | 2.5.1 | 9.1 TS1M3 | |||
A fix for this issue for SAS OpRisk VaR 2.5 is available at:
http://www.sas.com/techsup/download/hotfix/orv25.html#015331| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2008-08-26 16:00:52 |
| Date Created: | 2005-05-24 16:33:02 |