Problem Note 51666: Negative Binomial frequency fitting fails when you use many Internal Business Lines
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In SAS® OpRisk VaR, the Negative Binomial frequency model fitting can fail if there are many Internal Business Lines (IBLs) in a cell. The exact number of IBLs needed for the fitting to fail can vary. However, if there are more than 40 IBLs in a specific cell, then this issue is likely to be encountered.
When this issue is encountered, the following warnings appear in the log:
WARNING: Apparent symbolic reference RENAME_STMT not resolved.
WARNING: The quoted string currently being processed has become more than 262 characters long.
You might have unbalanced quotation marks.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR | Microsoft Windows Server 2003 for x64 | 5.1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2008 | 5.1 | 9.3 TS1M1 | ||||
| Microsoft Windows Server 2008 R2 | 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 | 9.3 TS1M1 | ||||
| Windows 7 Enterprise 32 bit | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Enterprise x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 5.1 | 9.3 TS1M1 | ||||
| Microsoft® Windows® for x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 5.1 | 9.3 TS1M1 | ||||
| Microsoft Windows Server 2003 Standard Edition | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Home Premium 32 bit | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Home Premium x64 | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Professional 32 bit | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Professional x64 | 5.1 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 5.1 | 9.3 TS1M1 | ||||
| Windows 7 Ultimate x64 | 5.1 | 9.3 TS1M1 | ||||
| Windows Vista | 5.1 | 9.3 TS1M1 | ||||
| Windows Vista for x64 | 5.1 | 9.3 TS1M1 | ||||
| 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 | ||
A fix for this issue for SAS OpRisk VaR 5.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/J67.html#51666| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2013-11-25 11:03:56 |
| Date Created: | 2013-11-20 16:11:45 |