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Problem Note 43045: Risk Measure Backtesting report is not generated

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The Risk Measure Backtesting analysis task attempts to create report output in SAS_CONFIG\SASApp rather than in SAS_CONFIG\AppData\SASRiskManagementForBanking\3.1\data\userdata\user-name\entities\entity-name\playpens\playpen-name\results\RISK_MEASURE_BACKTESTING.

Consequently, you might experience one of these outcomes when you run this analysis task:

  • If the user who runs the analysis task has permission to write to SAS_CONFIG\SASApp:
    If the Risk Measure Backtesting analysis completes without error, no report output is displayed in the user interface. In this case, output is generated on the system but is saved to SAS_CONFIG\SASApp (report_backtesting.htm and sasprt.pdf) and is incomplete.

  • If the user who runs the analysis task does not have permission to write to SAS_CONFIG\SASApp:
    The analysis task finishes with a status of Failed. The analysis task log does not show any errors. However, the web application server log might report related errors if this log is produced in Debug mode. See SAS Note 37501: "Locating the log files for the SAS® 9.2 middle tier" for more information.
  • Click the Hot Fix tab in this note to access the hot fix for this issue.

    Note: As a consequence of this hot fix, the Risk Measure Backtesting report is moved from the Analysis Tasks workspace of SAS® Risk Management for Banking to the Reports workspace.

    For information about another known issue with the Risk Measure Backtesting report, see SAS Note 43044: "Error reported in publish_output.log when analysis task completed without error."



    Operating System and Release Information

    Product FamilyProductSystemProduct ReleaseSAS Release
    ReportedFixed*ReportedFixed*
    SAS SystemSAS Risk Management for BankingMicrosoft® Windows® for x643.13.119.3 TS1M0
    Microsoft Windows Server 2003 Datacenter Edition3.13.119.3 TS1M0
    Microsoft Windows Server 2003 Enterprise Edition3.13.119.3 TS1M0
    Microsoft Windows Server 2003 Standard Edition3.13.119.3 TS1M0
    Microsoft Windows Server 2003 for x643.13.119.3 TS1M0
    Microsoft Windows Server 20083.13.119.3 TS1M0
    Microsoft Windows Server 2008 for x643.13.119.3 TS1M0
    Microsoft Windows XP Professional3.13.119.3 TS1M0
    Windows 7 Enterprise 32 bit3.13.119.3 TS1M0
    Windows 7 Enterprise x643.13.119.3 TS1M0
    Windows 7 Home Premium 32 bit3.13.119.3 TS1M0
    Windows 7 Home Premium x643.13.119.3 TS1M0
    Windows 7 Professional 32 bit3.13.119.3 TS1M0
    Windows 7 Professional x643.13.119.3 TS1M0
    Windows 7 Ultimate 32 bit3.13.119.3 TS1M0
    Windows 7 Ultimate x643.13.119.3 TS1M0
    Windows Vista3.13.119.3 TS1M0
    Windows Vista for x643.13.119.3 TS1M0
    64-bit Enabled AIX3.13.119.3 TS1M0
    64-bit Enabled HP-UX3.13.119.3 TS1M0
    64-bit Enabled Solaris3.13.119.3 TS1M0
    HP-UX IPF3.13.119.3 TS1M0
    Linux3.13.119.3 TS1M0
    Linux for x643.13.119.3 TS1M0
    Solaris for x643.13.119.3 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.