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Problem Note 49249: Errors occur when you fit severity models in SAS® OpRisk VaR and all of the suggested KRIs for a cell have missing values

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When you fit severity models in SAS OpRisk VaR and all of the suggested KRIs for a cell have at least one missing value, the fitting algorithm fails. When this happens, you receive a warning and errors similar to the following:

WARNING: Apparent symbolic reference NUMSUGGESTEDKRIS not resolved.
ERROR: A character operand was found in the %EVAL function or %IF condition
where a numeric operand is required. The condition was: 0 + 2 + 2* <=  145
ERROR: %EVAL function has no expression to evaluate, or %IF statement has no
condition.
ERROR: The macro SFIT_KRI_HANDLE_KRI_COUNT will stop executing.
Macro variable KRI_COUNT_STATUS resolves to UNKNOWN
ERROR: The ORVA_SFIT_KRI macro ended abnormally.

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Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRMicrosoft® Windows® for x644.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 2003 Datacenter Edition4.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 2003 Enterprise Edition4.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 2003 Standard Edition4.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 2003 for x644.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 20084.216.19.3 TS1M09.4 TS1M0
Microsoft Windows Server 2008 for x644.216.19.3 TS1M09.4 TS1M0
Microsoft Windows XP Professional4.216.19.3 TS1M09.4 TS1M0
Windows 7 Enterprise 32 bit4.216.19.3 TS1M09.4 TS1M0
Windows 7 Enterprise x644.216.19.3 TS1M09.4 TS1M0
Windows 7 Home Premium 32 bit4.216.19.3 TS1M09.4 TS1M0
Windows 7 Home Premium x644.216.19.3 TS1M09.4 TS1M0
Windows 7 Professional 32 bit4.216.19.3 TS1M09.4 TS1M0
Windows 7 Professional x644.216.19.3 TS1M09.4 TS1M0
Windows 7 Ultimate 32 bit4.216.19.3 TS1M09.4 TS1M0
Windows 7 Ultimate x644.216.19.3 TS1M09.4 TS1M0
Windows Vista4.216.19.3 TS1M09.4 TS1M0
Windows Vista for x644.216.19.3 TS1M09.4 TS1M0
64-bit Enabled AIX4.216.19.3 TS1M09.4 TS1M0
64-bit Enabled HP-UX4.216.19.3 TS1M09.4 TS1M0
64-bit Enabled Solaris4.216.19.3 TS1M09.4 TS1M0
HP-UX IPF4.216.19.3 TS1M09.4 TS1M0
Linux4.216.19.3 TS1M09.4 TS1M0
Linux for x644.216.19.3 TS1M09.4 TS1M0
Solaris for x644.216.19.3 TS1M09.4 TS1M0
* 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.