Problem Note 15769: SAS Risk Dimensions 3.3 - If a project contains a scenario simulation that does not affect the portfolio value, the project stops and all other analyses are skipped
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If a scenario simulation analysis is run in a project and does not affect the value of the portfolio in that project, all other analyses in the project are skipped and the project stops.
The log would contain WARNINGs and ERRORs like the following:
WARNING: There are no risk factor variables available for the analysis "Sceanrio_Sim" that affect the value of the portfolio for project "My Project". ERROR: The scenario data source "Scenario_data" does not contain data for any market risk factors. No scenarios are available for scenario simulation "Sceanrio_Sim". NOTE: Errors occurred while processing analysis specifications during execution of risk analysis project "Sceanrio_VAR". NOTE: Execution of risk analysis project required 0 minutes and 0.344 seconds. NOTE: Execution of risk analysis project "Sceanrio_VAR" terminated because of error. WARNING: The ENVIRONMENT statement was not executed because of previous errors. Changes to the environment were not saved.
The workaround is to include such scenario simulation analyses in separate projects.
Select the Hot Fix tab in this note to access 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 Risk Dimensions Enterprise Edition | Microsoft Windows 95/98 | 3.3 | |||
| Microsoft Windows NT Workstation | 3.3 | |||||
| Microsoft Windows 2000 Server | 3.3 | |||||
| Windows Millennium Edition (Me) | 3.3 | |||||
| Microsoft Windows 2000 Datacenter Server | 3.3 | |||||
| Microsoft Windows 2000 Professional | 3.3 | |||||
| Solaris | 3.3 | 4.2 | 9.2 TS2M0 | |||
| Microsoft Windows 2000 Advanced Server | 3.3 | |||||
| 64-bit Enabled HP-UX | 3.3 | 4.2 | 9.2 TS2M0 | |||
| 64-bit Enabled Solaris | 3.3 | 4.2 | 9.2 TS2M0 | |||
| HP-UX | 3.3 | 4.2 | 9.2 TS2M0 | |||
| 64-bit Enabled AIX | 3.3 | 4.2 | 9.2 TS2M0 | |||
| Tru64 UNIX | 3.3 | 4.2 | 9.2 TS2M0 | |||
| AIX | 3.3 | 4.2 | 9.2 TS2M0 | |||
A fix for Release 8.2 (TS2M0) for this issue is available at:
http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#015769| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2005-09-13 16:02:49 |
| Date Created: | 2005-07-14 14:37:08 |