In SAS® OpRisk VaR 4.1, if you:

1. Fit a model in a cell of a data matrix; for example, the internal data matrix.
2. Copy the fit as a scenario.
3. Save the project.
4. Delete the scenario.
5. Save the project.

The scenario will still be in the Fparmi data set, where it might be marked as selected. When this occurs, the cell can have multiple frequency distributions selected, but only 1 frequency distribution should be selected. When multiple frequency distributions are selected, the frequency simulation fails, and the following error is generated: The recommended workaround is to create a new project, fit the models of interest, then perform the simulation.

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 TS2M0	9.2 TS2M3
		Microsoft Windows Server 2003 Datacenter Edition	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Microsoft Windows Server 2003 Enterprise Edition	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Microsoft Windows Server 2003 Standard Edition	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Microsoft Windows Server 2003 for x64	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Microsoft Windows Server 2008 for x64	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Microsoft Windows XP Professional	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Windows Vista	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Windows Vista for x64	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		64-bit Enabled AIX	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		64-bit Enabled HP-UX	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		64-bit Enabled Solaris	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		HP-UX IPF	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Linux	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Linux for x64	4.1	4.2	9.2 TS2M0	9.2 TS2M3
		Solaris for x64	4.1	4.2	9.2 TS2M0	9.2 TS2M3

* 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.

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A fix for this issue for SAS OpRisk VaR 4.1_M3 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/C75.html#40741

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Type:	Problem Note
Priority:	high

Date Modified:	2010-10-20 09:55:18
Date Created:	2010-08-31 09:21:29