SUPPORT / SAMPLES & SAS NOTES
Problem Note 15329: Updated parameter values are not used when calculating VaR
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If you redo mixing with a different mixing type, or edit the parameters in the final VaR Matrix, SAS® OpRisk VaR 2.5 fails to use updated parameter values when calculating VaR.
*
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 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 OpRisk VaR Server | Microsoft Windows 2000 Professional | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Server | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| Microsoft Windows XP Professional | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| Microsoft Windows 2000 Datacenter Server | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| 64-bit Enabled AIX | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| Solaris | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| 64-bit Enabled Solaris | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| Microsoft Windows 2000 Advanced Server | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||
| AIX | 1.5 | 3.2 | 9.1 TS1M3 SP4 | |||