Problem Note 32854: Frequency Fitting report has the wrong counts
In SAS
® OpRisk VaR, the Frequency Fitting Report has the wrong counts.
The Frequency Report, which can be run by selecting Audit Log and Frequency Fitting in the GUI, shows counts that are calculated as follows. If a cell in the (Business Line by Risk Category) matrix contains only one business line and it had five years of annual data, the count shown would be 5. The number of losses could have been 2000 or 1; however the count shown would be five. If a cell contains multiple business lines, then the count is multiplied by the number of business lines.
Select the Hot Fix tab in this note to access the hot fix for this issue.
For a related issue, see SAS Note
33483.
Operating System and Release Information
| SAS System | SAS OpRisk VaR Server | Microsoft® Windows® for x64 | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Advanced Server | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Datacenter Server | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Server | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Professional | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows NT Workstation | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Datacenter Edition | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Enterprise Edition | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Standard Edition | 3.2 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows XP Professional | 3.2 | | 9.1 TS1M3 SP4 | |
| Windows Vista | 3.2 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled AIX | 3.2 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled HP-UX | 3.2 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled Solaris | 3.2 | | 9.1 TS1M3 SP4 | |
| HP-UX IPF | 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.
| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2008-10-09 15:20:59 |
| Date Created: | 2008-08-04 11:04:33 |
