When using a RUNPROJECT breakup with VALUES as the starting point, the SAS^® Risk Dimensions^® Exposure results might not be correct. In particular, offsetting negative position values are set to 0 and therefore cannot offset the resulting Exposure. Similarly, Collateral values are also not accounted for in the Exposure results when a RUNPROJECT breakup is used.

There is no workaround for this problem.

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 NT Workstation	4.2		9.1 TS1M3 SP2
		Microsoft Windows XP Professional	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		Microsoft Windows 2000 Professional	4.2		9.1 TS1M3 SP2
		Microsoft Windows 2000 Server	4.2		9.1 TS1M3 SP2
		Microsoft Windows 2000 Advanced Server	4.2		9.1 TS1M3 SP2
		Microsoft Windows 2000 Datacenter Server	4.2		9.1 TS1M3 SP2
		Solaris	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		64-bit Enabled Solaris	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		64-bit Enabled HP-UX	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		Linux	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		HP-UX	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		64-bit Enabled AIX	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		Tru64 UNIX	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0
		AIX	4.2	5.2	9.1 TS1M3 SP2	9.2 TS2M0

* 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.

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A fix for this issue for SAS Risk Dimensions 4.2.1 is available at:

http://www.sas.com/techsup/download/hotfix/ri421.html#016997

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Type:	Problem Note
Priority:	medium

Date Modified:	2008-08-28 14:48:55
Date Created:	2006-02-02 10:12:37