Problem Note 16362: Parameter changes in the Final VaR Matrix are not saved
If you chose a distribution in the Fit Tab, and then change parameters for the distribution in the Final VaR Matrix, SAS
® OpRisk VaR fails to save the changes, and the changes fail to affect the results.
To work around the problem, choose an alternate distribution in the Fit Tab. Then, in the Final VaR Matrix, change to the desired distribution, and then change parameter values for that distribution.
For example, choose a Poisson distribution in the Fit Tab, and then change the parameters of the Poisson in the Final Var Matrix. They will not be saved and will not be used in the VaR calculation. Now choose the NegBin distribution in the Fit Tab, go to the Final VaR Matrix, then choose Poisson and change the parameters.
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| 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 |
*
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.
| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2008-08-28 14:04:31 |
| Date Created: | 2005-10-25 09:45:21 |
