Problem Note 39115: A user-defined degenerate frequency distribution cannot be selected as the frequency distribution to use for VaR simulations
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If a user-defined degenerate frequency distribution is added to the SAS® OpRisk VaR 4.1 GUI, it cannot be selected for use in VaR simulations.
Click 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 VaR | Microsoft® Windows® for x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2008 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows XP Professional | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Enterprise 32 bit | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Enterprise x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Home Premium 32 bit | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Home Premium x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Professional 32 bit | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Professional x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Ultimate 32 bit | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Ultimate x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows Vista | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled AIX | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled HP-UX | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled Solaris | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| HP-UX IPF | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Linux | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Linux for x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Solaris for x64 | 4.1 | 4.2 | 9.2 TS2M2 | 9.2 TS2M3 | ||
A fix for this issue for SAS OpRisk VaR 4.1_M2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/B33.html#39115A fix for this issue for SAS OpRisk VaR 4.1_M3 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/C75.html#39115| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2010-04-05 14:55:02 |
| Date Created: | 2010-03-22 15:13:56 |