SUPPORT / SAMPLES & SAS NOTES
Problem Note 17198: Use Correlation Matrix option can not be applied to VaR analysis
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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 | ||
| 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 | |||