17198 - Use Correlation Matrix option can not be applied to VaR analysis

Problem Note 17198: Use Correlation Matrix option can not be applied to VaR analysis

Applying hot fix 25ORV01 to SAS^® OpRisk VaR 2.5 changes it to SAS OpRisk VaR 2.5.1 (2.5.1.1 for Asian Language Support). If the Use Correlation Matrix option is checked in the VaR Options window of SAS OpRisk VaR 2.5.1, the VaR results will all be missing.

You will not be able to use the Use Correlation Matrix option if you apply the 25ORV01 hot fix.

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
Product Family	Product	System	Reported	Fixed*	Reported	Fixed*
SAS System	SAS OpRisk VaR Server	Microsoft Windows 2000 Professional	2.5	3.2		9.1 TS1M3 SP4
		Microsoft Windows 2000 Server	2.5	3.2		9.1 TS1M3 SP4
		Microsoft Windows 2000 Advanced Server	2.5	3.2		9.1 TS1M3 SP4
		Microsoft Windows 2000 Datacenter Server	2.5	3.2		9.1 TS1M3 SP4
		Microsoft Windows XP Professional	2.5	3.2		9.1 TS1M3 SP4
		64-bit Enabled AIX	2.5	3.2		9.1 TS1M3 SP4
		64-bit Enabled Solaris	2.5	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.

A fix for this issue for SAS OpRisk VaR 2.5 is available at:

http://www.sas.com/techsup/download/hotfix/orv25.html#017198

Type:	Problem Note
Priority:	medium

Date Modified:	2008-03-14 14:26:35
Date Created:	2006-03-09 10:10:50