Problem Note 44229: Mixing cell data and using "Combine Sources" in VaR Options leads to warnings, errors, and missing VaR numbers
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In SAS® OpRisk VaR, mixing cell data and selecting the VaR calculation option Combine Sources causes warnings and errors like the following and results in missing values for the VaR numbers.
*
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.
WARNING: The Frequency_Dist parameter does not match any of the available frequency models.
ERROR: The ORVA_LOSS_SIM macro ended abnormally.
Simulated frequencies for Cell_000002 are missing.
The workaround is to not use both mixing and VaR calculation option Combine Sources.
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 4.2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#44229| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2011-09-30 09:27:38 |
| Date Created: | 2011-09-07 13:07:40 |