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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 FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Enterprise GRCMicrosoft® Windows® for x644.35.19.3 TS1M1
Microsoft Windows 95/984.3
Microsoft Windows 2000 Advanced Server4.3
Microsoft Windows 2000 Datacenter Server4.3
Microsoft Windows 2000 Server4.3
Microsoft Windows 2000 Professional4.3
Microsoft Windows NT Workstation4.3
Microsoft Windows Server 2003 Datacenter Edition4.35.19.3 TS1M1
Microsoft Windows Server 2003 Enterprise Edition4.35.19.3 TS1M1
Microsoft Windows Server 2003 Standard Edition4.35.19.3 TS1M1
Microsoft Windows Server 2003 for x644.35.19.3 TS1M1
Microsoft Windows Server 20084.35.19.3 TS1M1
Microsoft Windows Server 2008 for x644.35.19.3 TS1M1
Microsoft Windows XP Professional4.35.19.3 TS1M1
Windows 7 Enterprise 32 bit4.35.19.3 TS1M1
Windows 7 Enterprise x644.35.19.3 TS1M1
Windows 7 Home Premium 32 bit4.35.19.3 TS1M1
Windows 7 Home Premium x644.35.19.3 TS1M1
Windows 7 Professional 32 bit4.35.19.3 TS1M1
Windows 7 Professional x644.35.19.3 TS1M1
Windows 7 Ultimate 32 bit4.35.19.3 TS1M1
Windows 7 Ultimate x644.35.19.3 TS1M1
Windows Millennium Edition (Me)4.3
Windows Vista4.35.19.3 TS1M1
Windows Vista for x644.35.19.3 TS1M1
64-bit Enabled AIX4.35.19.3 TS1M1
64-bit Enabled Solaris4.35.19.3 TS1M1
HP-UX IPF4.35.19.3 TS1M1
Linux for x644.35.19.3 TS1M1
Solaris for x644.35.19.3 TS1M1
* 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.