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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 FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRMicrosoft® Windows® for x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 Datacenter Edition5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 Enterprise Edition5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 Standard Edition5.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 for x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 20085.16.19.3 TS1M29.4 TS1M0
Microsoft Windows Server 2008 for x645.16.19.3 TS1M29.4 TS1M0
Microsoft Windows XP Professional5.16.19.3 TS1M29.4 TS1M0
Windows 7 Enterprise 32 bit5.16.19.3 TS1M29.4 TS1M0
Windows 7 Enterprise x645.16.19.3 TS1M29.4 TS1M0
Windows 7 Home Premium 32 bit5.16.19.3 TS1M29.4 TS1M0
Windows 7 Home Premium x645.16.19.3 TS1M29.4 TS1M0
Windows 7 Professional 32 bit5.16.19.3 TS1M29.4 TS1M0
Windows 7 Professional x645.16.19.3 TS1M29.4 TS1M0
Windows 7 Ultimate 32 bit5.16.19.3 TS1M29.4 TS1M0
Windows 7 Ultimate x645.16.19.3 TS1M29.4 TS1M0
Windows Vista5.16.19.3 TS1M29.4 TS1M0
Windows Vista for x645.16.19.3 TS1M29.4 TS1M0
64-bit Enabled AIX5.16.19.3 TS1M29.4 TS1M0
64-bit Enabled HP-UX5.16.19.3 TS1M29.4 TS1M0
64-bit Enabled Solaris5.16.19.3 TS1M29.4 TS1M0
HP-UX IPF5.16.19.3 TS1M29.4 TS1M0
Linux5.16.19.3 TS1M29.4 TS1M0
Linux for x645.16.19.3 TS1M29.4 TS1M0
Solaris for x645.16.19.3 TS1M29.4 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.