In SAS OpRisk VaR 4.2, if KRIs are included in the severity models for a cell, the stepwise method fits will be incorrect. A message might or might not be received that one or more redundant KRIs are included in the fits for a cell.

The workarounds are:

• Do not use the stepwise selection method.
• Do not use KRIs in the severity fits.

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 64-Bit Itanium-based Systems	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows XP 64-bit Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft® Windows® for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 Standard Edition	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2003 for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2008	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows Server 2008 for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Microsoft Windows XP Professional	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Enterprise 32 bit	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Enterprise x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Home Premium 32 bit	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Home Premium x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Professional 32 bit	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Professional x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Ultimate 32 bit	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows 7 Ultimate x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows Vista	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Windows Vista for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		64-bit Enabled AIX	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		64-bit Enabled HP-UX	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		64-bit Enabled Solaris	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		HP-UX IPF	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Linux	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Linux for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Linux on Itanium	4.2	4.21	9.2 TS2M2	9.3 TS1M0
		Solaris for x64	4.2	4.21	9.2 TS2M2	9.3 TS1M0

* 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 Server 4.2 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/D13.html#42205

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A fix for this issue for SAS OpRisk VaR 4.2 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#42205

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Type:	Problem Note
Priority:	high

Date Modified:	2012-01-12 07:23:32
Date Created:	2011-01-26 11:12:07