SUPPORT / SAMPLES & SAS NOTES
Problem Note 40818: SAS® OpRisk VaR 4.1 cannot load a covariance matrix that has a format that truncates values applied to the _name_ variable
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In SAS OpRisk VaR 4.1, if you try to load a covariance (or correlation) matrix that has a format of too short a length applied to the name variable, the load will fail. Specifically, if you include a FORMAT statement like the following when creating the matrix, you will experience this problem.
*
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.
format _name_ $CHAR3.;
There are no warnings or errors. The workaround is to apply a format like $CHAR32. to the _name_ variable of the covariance matrix.
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 2003 for x64 | 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 Server 2008 for x64 | 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 | ||
| Windows Vista for x64 | 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 | ||