If you use excessively long character strings when defining a large number of portfolio filters in SAS Risk Dimensions, the following error message might appear:

…where <portfolio-file> is the name of the portfolio file that contains the filters.

This error message will appear if you exceed the limit imposed on the number of filters that can be included in a portfolio file. Similarly, the message will appear if you exceed the limit on the length of the aggregated character string composed of text contained in all of the filter specifications within the portfolio file.

A way to avoid this potential problem is to minimize the text that you use when you specify a set of filters in a portfolio file. A typical way to accomplish this is to use fewer characters in instrument variable names.

For example:

FILTER filter1 where "Geographical_location='Tokyo'";

…could be modified by renaming the instrument variable from "Geographical_location" to "City". See the example below:

FILTER filter1 where "City='Tokyo'";

Note: This issue will not arise unless there is a very large amount of text in the portfolio filter specifications.

Click on the Hot Fix tab to access the hot fix that addresses this issue.

Operating System and Release Information

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