Problem Note 49902: Scale factor values beyond global end date cause scale adjustment factors to be set to '1'
In SAS® OpRisk VaR, if scale factor values extend beyond the global end date, then the scale factor adjustments are set to one (1).
There are no errors.
To avoid having scale factor adjustments set to one (1), do not include scale factor values beyond the global end date.
Operating System and Release Information
| SAS System | SAS OpRisk VaR | Microsoft® Windows® for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Microsoft Windows XP Professional | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Enterprise 32 bit | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Enterprise x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Home Premium 32 bit | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Home Premium x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Professional 32 bit | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Professional x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Ultimate 32 bit | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows 7 Ultimate x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows Vista | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Windows Vista for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| 64-bit Enabled AIX | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| 64-bit Enabled HP-UX | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| 64-bit Enabled Solaris | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| HP-UX IPF | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Linux | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Linux for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
| Solaris for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 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.
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Financial Analysis
|
| Date Modified: | 2013-06-28 15:38:57 |
| Date Created: | 2013-05-09 16:14:37 |
