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Problem Note 42348: The error "Overflow has occurred; evaluation is terminated" might occur when you calculate parameter variance in SAS® OpRisk VaR 4.2

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When you calculate the parameter variances, an overflow can occur, and the calculations fail. There is no workaround. If this problem occurs, there are the following errors:
ERROR: Overflow has occurred; evaluation is terminated. ERROR: The macro ORVA_VAR_GRADIENT will stop executing. ERROR: The conf_interval macro ended abnormally.

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Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRMicrosoft® Windows® for 64-Bit Itanium-based Systems4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Datacenter 64-bit Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Enterprise 64-bit Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows XP 64-bit Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft® Windows® for x644.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Datacenter Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Enterprise Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Standard Edition4.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 for x644.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 20084.24.219.2 TS2M39.3 TS1M0
Microsoft Windows Server 2008 for x644.24.219.2 TS2M39.3 TS1M0
Microsoft Windows XP Professional4.24.219.2 TS2M39.3 TS1M0
Windows 7 Enterprise 32 bit4.24.219.2 TS2M39.3 TS1M0
Windows 7 Enterprise x644.24.219.2 TS2M39.3 TS1M0
Windows 7 Home Premium 32 bit4.24.219.2 TS2M39.3 TS1M0
Windows 7 Home Premium x644.24.219.2 TS2M39.3 TS1M0
Windows 7 Professional 32 bit4.24.219.2 TS2M39.3 TS1M0
Windows 7 Professional x644.24.219.2 TS2M39.3 TS1M0
Windows 7 Ultimate 32 bit4.24.219.2 TS2M39.3 TS1M0
Windows 7 Ultimate x644.24.219.2 TS2M39.3 TS1M0
Windows Vista4.24.219.2 TS2M39.3 TS1M0
Windows Vista for x644.24.219.2 TS2M39.3 TS1M0
64-bit Enabled AIX4.24.219.2 TS2M39.3 TS1M0
64-bit Enabled HP-UX4.24.219.2 TS2M39.3 TS1M0
64-bit Enabled Solaris4.24.219.2 TS2M39.3 TS1M0
HP-UX IPF4.24.219.2 TS2M39.3 TS1M0
Linux4.24.219.2 TS2M39.3 TS1M0
Linux for x644.24.219.2 TS2M39.3 TS1M0
Linux on Itanium4.24.219.2 TS2M39.3 TS1M0
Solaris for x644.24.219.2 TS2M39.3 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.