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Problem Note 31561: Empirical matrix contains empty results when cross classification values are not ordered whole numbers

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The empirical matrix might contain empty results if any of the following about cross classification variables are true:

  • Values other than 0, 1, 2,...
  • Non-ascending order
  • Mappings not in alphabetical or ascending order

SAS® OpRisk VaR expects the cross classification variables to be an integer series that begins with 0. If mappings are created for the cross classification variables, these mappings need to be in alphabetical and ascending numerical order.

Select the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaR ServerMicrosoft® Windows® for x643.24.19.1 TS1M3 SP49.2 TS2M2
Microsoft Windows 2000 Advanced Server3.29.1 TS1M3 SP4
Microsoft Windows 2000 Datacenter Server3.29.1 TS1M3 SP4
Microsoft Windows 2000 Server3.29.1 TS1M3 SP4
Microsoft Windows 2000 Professional3.29.1 TS1M3 SP4
Microsoft Windows NT Workstation3.29.1 TS1M3 SP4
Microsoft Windows Server 2003 Datacenter Edition3.24.19.1 TS1M3 SP49.2 TS2M2
Microsoft Windows Server 2003 Enterprise Edition3.24.19.1 TS1M3 SP49.2 TS2M2
Microsoft Windows Server 2003 Standard Edition3.24.19.1 TS1M3 SP49.2 TS2M2
Microsoft Windows XP Professional3.24.19.1 TS1M3 SP49.2 TS2M2
Windows Vista3.24.19.1 TS1M3 SP49.2 TS2M2
64-bit Enabled AIX3.24.19.1 TS1M3 SP49.2 TS2M2
64-bit Enabled HP-UX3.24.19.1 TS1M3 SP49.2 TS2M2
64-bit Enabled Solaris3.24.19.1 TS1M3 SP49.2 TS2M2
HP-UX IPF3.24.19.1 TS1M3 SP49.2 TS2M2
* 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.