Problem Note 45331: When exporting loss data from SAS® Enterprise GRC to SAS® OpRisk VaR, losses that have negative values are incorrectly omitted
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When you export loss data from SAS Enterprise GRC to SAS OpRisk VaR using the orm_export_to_var macro, losses that have negative values are incorrectly omitted from the data. Losses that have negative values should be included as gains.
There are no error, warning, or note messages indicating that a problem occurred.
There is no workaround to the problem.
Click the Hot Fix tab in this note to access the hot fix for this issue.
After applying the fix, a warning message will appear in your SAS program's output log that indicates that a negative loss was converted to a gain.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Enterprise GRC | Microsoft® Windows® for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |
| Microsoft Windows 95/98 | 4.3 | |||||
| Microsoft Windows 2000 Advanced Server | 4.3 | |||||
| Microsoft Windows 2000 Datacenter Server | 4.3 | |||||
| Microsoft Windows 2000 Server | 4.3 | |||||
| Microsoft Windows 2000 Professional | 4.3 | |||||
| Microsoft Windows NT Workstation | 4.3 | |||||
| Microsoft Windows Server 2003 Datacenter Edition | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows Server 2003 Enterprise Edition | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows Server 2003 Standard Edition | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows Server 2003 for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows Server 2008 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows Server 2008 for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Microsoft Windows XP Professional | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Enterprise 32 bit | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Enterprise x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Home Premium 32 bit | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Home Premium x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Professional 32 bit | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Professional x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Ultimate 32 bit | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows 7 Ultimate x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows Millennium Edition (Me) | 4.3 | |||||
| Windows Vista | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Windows Vista for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| 64-bit Enabled AIX | 4.3 | 5.1 | 9.3 TS1M1 | |||
| 64-bit Enabled Solaris | 4.3 | 5.1 | 9.3 TS1M1 | |||
| HP-UX IPF | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Linux for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
| Solaris for x64 | 4.3 | 5.1 | 9.3 TS1M1 | |||
A fix for this issue for SAS Enterprise GRC 4.3 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/D17.html#45331| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2012-06-14 08:55:45 |
| Date Created: | 2012-01-09 14:55:33 |