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Problem Note 44877: Maximum of 5 buckets are used in bucket scenarios

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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

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRSolaris for x644.15.19.2 TS2M39.3 TS1M0
Linux for x644.15.19.2 TS2M39.3 TS1M0
Linux4.15.19.2 TS2M39.3 TS1M0
Microsoft Windows XP Professional4.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 2008 for x644.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 20084.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 for x644.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Standard Edition4.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Enterprise Edition4.15.19.2 TS2M39.3 TS1M0
HP-UX IPF4.15.19.2 TS2M39.3 TS1M0
64-bit Enabled Solaris4.15.19.2 TS2M39.3 TS1M0
64-bit Enabled HP-UX4.15.19.2 TS2M39.3 TS1M0
64-bit Enabled AIX4.15.19.2 TS2M39.3 TS1M0
Windows Vista for x644.15.19.2 TS2M39.3 TS1M0
Windows Vista4.15.19.2 TS2M39.3 TS1M0
Windows 7 Ultimate x644.15.19.2 TS2M39.3 TS1M0
Windows 7 Ultimate 32 bit4.15.19.2 TS2M39.3 TS1M0
Windows 7 Professional x644.15.19.2 TS2M39.3 TS1M0
Windows 7 Professional 32 bit4.15.19.2 TS2M39.3 TS1M0
Windows 7 Home Premium x644.15.19.2 TS2M39.3 TS1M0
Windows 7 Home Premium 32 bit4.15.19.2 TS2M39.3 TS1M0
Windows 7 Enterprise x644.15.19.2 TS2M39.3 TS1M0
Windows 7 Enterprise 32 bit4.15.19.2 TS2M39.3 TS1M0
Microsoft Windows Server 2003 Datacenter Edition4.15.19.2 TS2M39.3 TS1M0
Microsoft® Windows® for x644.15.19.2 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.