Problem Note 42255: Missing VaR value and frequency simulation fails for internal scenario with modified frequency moments in SAS® OpRisk VaR 4.2
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After successfully fitting severity and frequency models in SAS OpRisk VaR 4.2, if you change the frequency moments to create a model scenario, the subsequent frequency simulations will fail and the VaR simulation numbers will be missing. There is no workaround. The following error will occur:
*
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.
ERROR: The FreqModels data set is empty.
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 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft® Windows® for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional 32 bit | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| HP-UX IPF | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux on Itanium | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Solaris for x64 | 4.2 | 4.21 | 9.2 TS2M3 | 9.3 TS1M0 | ||
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#42255A fix for this issue for SAS OpRisk VaR 4.2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#42255| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2011-03-30 15:07:25 |
| Date Created: | 2011-02-02 09:27:46 |