Problem Note 46807: Mitigation rules require a long time to run
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In SAS® Risk Dimensions®, the mitigation rules might require a significant amount of run time to complete.
When the mitigation rules are run, a check is performed for each distinct piece of collateral that is in the portfolio data source. If a position is used as collateral, SAS Risk Dimensions checks whether the instrument ID for that position is included in the mitigation data source. This check can require extensive run time if there are many portfolio positions that are valued as collateral and if there are many observations in the mitigation data source.
You can minimize the run time by ensuring that there are no extra observations in the mitigation data source and that there are no extra collateral instruments in the portfolio data source.
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 Risk Dimensions Enterprise Edition | Linux | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 |
| HP-UX IPF | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft® Windows® for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Solaris for x64 | 5.31 | 5.4 | 9.3 TS1M2 | 9.3 TS1M2 | ||
A fix for this issue for Risk Dimensions Offering 5.31 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I51.html#46807| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2013-07-01 09:51:47 |
| Date Created: | 2012-06-13 22:39:01 |