Problem Note 49459: Cell slice-level models are available only if Internal Business Line is used as a cross-classification variable
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In SAS® OpRisk VaR, the cell slice-level models are available only if Internal Business Line (IBL) is mapped to one of the cross-classification variables (CCVs). Otherwise, this option should not be available.
However, the cell slice models are being shown as available in the fitting window only when IBL is a CCV. In other words, a dimension (a property) is mapped to IBL. Note the difference from the case above in which IBL is mapped to a CCV. In this case, the CCV is mapped to IBL.
Currently, cell slice models work properly only when IBL is mapped to IBL as one of the CCVs.
No error messages are generated for this.
Click the Hot Fix tab in this note to access the hot fix for this issue.
After you apply the hot fix, the cell slice models appear as available when IBL is mapped to a dimension.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR | Microsoft® Windows® for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Enterprise x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Professional 32 bit | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Professional x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows Vista | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows Vista for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled AIX | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled HP-UX | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| HP-UX IPF | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Solaris for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
A fix for this issue for SAS OpRisk VaR 5.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/J67.html#49459| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2013-03-20 16:43:46 |
| Date Created: | 2013-03-19 11:14:11 |