Problem Note 44877: Maximum of 5 buckets are used in bucket scenarios
In SAS® OpRisk VaR, bucket scenarios can have a maximum of 5 buckets. You can specify more than 5 buckets, but buckets beyond the fifth bucket are ignored. There are no error messages.
The workarounds are:
- Use 5 or fewer buckets when creating bucket scenarios.
For example, buckets that have small values can be combined to reduce the number of buckets.
- Use model scenarios instead of bucket scenarios.
Operating System and Release Information
| SAS System | SAS OpRisk VaR | Solaris for x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Linux for x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Linux | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows XP Professional | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2008 for x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2008 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 for x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| HP-UX IPF | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled Solaris | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled HP-UX | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled AIX | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows Vista for x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows Vista | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Ultimate x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Ultimate 32 bit | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Professional x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Professional 32 bit | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Home Premium x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Home Premium 32 bit | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Enterprise x64 | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Enterprise 32 bit | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 4.1 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft® Windows® for x64 | 4.1 | 5.1 | 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.
| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2011-11-15 15:53:18 |
| Date Created: | 2011-11-15 10:27:40 |
