Problem Note 47156: VaR calculations are missing and the error message "File WORK.OUTDRAWS_1.DATA does not exist" is generated
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In SAS® OpRisk VaR, cells that have excessive high-frequency means (1.0e5 and above) are dropped from the VaR simulations. When that happens, the log contains messages similar to the following:
ERROR: File WORK.OUTDRAWS_1.DATA does not exist. NOTE: The SAS System stopped processing this step because of errors. WARNING: The data set VARPRJ.FDRAWS may be incomplete. When this step was stopped there were 0 observations and 0 variables.
Note: VaR calculations for cells that have high-frequency means typically require longer run times. High cell-frequency means can occur either because the empirical frequency mean is high or because of a very low probability of observability.
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 OpRisk VaR | Microsoft Windows Server 2003 for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft® Windows® for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional 32 bit | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| HP-UX IPF | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux on Itanium | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Solaris for x64 | 4.2 | 5.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
A fix for this issue for SAS OpRisk VaR 4.2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#47156A fix for this issue for SAS OpRisk VaR 4.21 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/G66.html#47156| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis Analytics ==> Simulation |
| Date Modified: | 2012-08-15 13:54:11 |
| Date Created: | 2012-08-03 16:25:16 |