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Problem Note 50199: If only severity scalings are used, the frequency fitting fails with the error "Unable to determine net exposure for all losses"

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In SAS® OpRisk VaR, if only the severity data are scaled, then during the model fitting, the frequency fitting fails. The following error occurs:

ERROR: Unable to determine net exposure for all losses.

Click the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS OpRisk VaRMicrosoft® Windows® for x645.16.19.3 TS1M19.4 TS1M0
Microsoft Windows Server 2003 Datacenter Edition5.19.3 TS1M1
Microsoft Windows Server 2003 Enterprise Edition5.19.3 TS1M1
Microsoft Windows Server 2003 Standard Edition5.19.3 TS1M1
Microsoft Windows Server 2003 for x645.19.3 TS1M1
Microsoft Windows Server 20085.19.3 TS1M1
Microsoft Windows Server 2008 R2 for x645.16.19.3 TS1M19.4 TS1M0
Microsoft Windows Server 2008 for x645.16.19.3 TS1M19.4 TS1M0
Microsoft Windows XP Professional5.19.3 TS1M1
Windows 7 Enterprise 32 bit5.19.3 TS1M1
Windows 7 Enterprise x645.16.19.3 TS1M19.4 TS1M0
Windows 7 Home Premium 32 bit5.19.3 TS1M1
Windows 7 Home Premium x645.19.3 TS1M1
Windows 7 Professional 32 bit5.19.3 TS1M1
Windows 7 Professional x645.16.19.3 TS1M19.4 TS1M0
Windows 7 Ultimate 32 bit5.19.3 TS1M1
Windows 7 Ultimate x645.19.3 TS1M1
Windows Vista5.19.3 TS1M1
Windows Vista for x645.19.3 TS1M1
64-bit Enabled AIX5.16.19.3 TS1M19.4 TS1M0
64-bit Enabled HP-UX5.16.19.3 TS1M19.4 TS1M0
64-bit Enabled Solaris5.16.19.3 TS1M19.4 TS1M0
HP-UX IPF5.16.19.3 TS1M19.4 TS1M0
Linux5.16.19.3 TS1M19.4 TS1M0
Linux for x645.16.19.3 TS1M19.4 TS1M0
Solaris for x645.16.19.3 TS1M19.4 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.