When using parallel processing in SAS OpRisk VaR 4.2, the KRI Selection Method for severity is stored incorrectly in the system and then reported incorrectly in the Severity Iteration Detail window as SEV_SELECTIO instead of as the selected method. There is no error message.

Later, if an incremental dataload with incremental fitting is performed, the incremental severity fitting cannot be performed because the KRI Selection Method has been incorrectly stored.

The problem only occurs when using parallel processing. The value is stored correctly and reported correctly when running without parallel processing.

The workarounds are to:

• not use parallel processing.
• use a full dataload and to re-fit the models instead of using an incremental dataload and incremental fitting.

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

* 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.

---

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#42330

---

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

http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#42330

---

Type:	Problem Note
Priority:	alert

Date Modified:	2011-03-03 09:06:05
Date Created:	2011-02-08 14:15:18