SAS Risk Dimensions offers a new option on the READ statement of the
RISK procedure. The new option, MINIMIZE_PORTFOLIO_SIZE, can be
specified on the READ statement within the PROC RISK code, for example:

   READ SOURCES=my_sources OUT=my_portfolio MINIMIZE_PORTFOLIO_SIZE;

In many cases, applying this option will significantly reduce the size
of the portfolio files that the READ statement generates. If no
instrument in the environment uses input methods, applying this option
prompts the READ statement to refrain from including positions from
INSTDATA objects where FORMAT=SIMPLE. Instead, any RUNPROJECT which uses
this portfolio rereads those INSTDATA data sets.

Note: you may not change the INSTDATA data set between running the
READ statement (which generates the portfolio) and running the
RUNPROJECT statement (which uses that portfolio).

Operating System and Release Information

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