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In SAS® OpRisk VaR, after you perform an incremental data load and then attempt to import cross-classification variables (CCVs), you might get a Java exception error similar to the one shown below. In addition, any covariance matrix in the CCV fails to load. However, the CCV mappings continue to successfully load in spite of the error message.

To create a new CCV export file from the originally exported CCV that can be loaded without errors, see the code provided in the Full Code tab.

Example of Java Exception

Operating System and Release Information

1. Create a temporary directory on your server (for example, c:\temp\unbix)
2. Run the following macro in SAS using the exported CCV .bix file and a new target .bix file to use instead.
3. Import the newly created CCV export file.

%macro ccvfix(tempDirectory=, bixSource=, bixTarget=);

/* create this temporary directory on your filesystem */
libname tempDir &tempDirectory;

filename bixSrc &bixSource;
filename bixTarg &bixTarget;

/* unbix to a temporary directory */
proc cimport
  file = bixSrc
  lib = tempDir;
run;

/* delete extraneous rows from var_folders */
proc sql noprint;
   select version_uid 
		into :dataver
		from tempDir.data_version;

   delete from tempDir.var_folders
      where org_structure_uid not EQ &dataver
;
quit;

/* re-bix files */
proc cport CONSTRAINT=YES DATECOPY 
	file = bixTarg
	lib = tempDir;
run;

%mend ccvfix;

%ccvfix(
	tempDirectory = 'c:\temp\unbix', 
	bixSource = 	'c:\temp\ccv_cus_bl_sample42.bix', 
	bixTarget = 	'c:\temp\fixed_ccv_cus_bl_sample42.bix'
);