SUPPORT / SAMPLES & SAS NOTES
Problem Note 33304: KRI date is not correct when exporting files from SAS® OpRisk Monitor to SAS® OpRisk VaR
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SAS OpRisk Monitor should use the KRI observation period date when it creates export data files used as input to SAS OpRisk VaR. However, it incorrectly uses the KRI observation creation date. As as a result, the SAS OpRisk Var variable RISK_FACTOR_VARIABLE_DATE is incorrect.
There are no errors or warnings to indicate that an incorrect value is used.
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 Monitor | 64-bit Enabled Solaris | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 |
| Windows Vista | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft Windows XP Professional | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft Windows NT Workstation | 3.4.1 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Professional | 3.4.1 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Server | 3.4.1 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Datacenter Server | 3.4.1 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Advanced Server | 3.4.1 | 9.1 TS1M3 SP4 | ||||
| 64-bit Enabled AIX | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||
| Microsoft® Windows® for x64 | 3.4.1 | 4.1 | 9.1 TS1M3 SP4 | 9.2 TS2M0 | ||