![]() | ![]() | ![]() | ![]() | ![]() |
In SAS® OpRisk VaR 4.21, fitting body-tail models that include KRIs can result in a fitting failure. When such a failure occurs, error and warning messages similar to the following are generated:
MPRINT(ORVA_FREQ_FIT.ORVA_FREQ_COMPUTE_NET_EXPOSURE.ORVA_FREQ_GETPOBS): data_fgp_counts; MPRINT(ORVA_FREQ_FIT.ORVA_FREQ_COMPUTE_NET_EXPOSURE.ORVA_FREQ_GETPOBS): set_ffit_counts; NOTE 137-205: Line generated by the invoked macro "ORVA_FREQ_GETPOBS". 572 param_1 = 0; end; end; run; data_fgp_counts; set &countdata.; scaled_threshold = threshold / exp(&severity_KRI_model.); run; _ 22 ERROR 22-322: Syntax error, expecting one of the following: a name, a quoted string, a numeric constant, a datetime constant, a missing value, INPUT, PUT. MPRINT(ORVA_FREQ_FIT.ORVA_FREQ_COMPUTE_NET_EXPOSURE.ORVA_FREQ_GETPOBS): scaled_threshold = threshold / exp( . + ); MPRINT(ORVA_FREQ_FIT.ORVA_FREQ_COMPUTE_NET_EXPOSURE.ORVA_FREQ_GETPOBS): run; NOTE: The SAS System stopped processing this step because of errors. NOTE: SAS set option OBS=0 and will continue to check statements. This might cause NOTE: No observations in data set. WARNING: The data set WORK._FGP_COUNTS may be incomplete. When this step was stopped there were 0 observations and 42 variables.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Product Family | Product | System | Product Release | SAS Release | ||
Reported | Fixed* | Reported | Fixed* | |||
SAS System | SAS OpRisk VaR | Microsoft® Windows® for x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |
Microsoft Windows Server 2003 Datacenter Edition | 4.21 | 9.3 TS1M1 | ||||
Microsoft Windows Server 2003 Enterprise Edition | 4.21 | 9.3 TS1M1 | ||||
Microsoft Windows Server 2003 Standard Edition | 4.21 | 9.3 TS1M1 | ||||
Microsoft Windows Server 2003 for x64 | 4.21 | 9.3 TS1M1 | ||||
Microsoft Windows Server 2008 | 4.21 | 9.3 TS1M1 | ||||
Microsoft Windows Server 2008 R2 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Microsoft Windows Server 2008 for x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Microsoft Windows XP Professional | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Enterprise 32 bit | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Enterprise x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Windows 7 Home Premium 32 bit | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Home Premium x64 | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Professional 32 bit | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Professional x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Windows 7 Ultimate 32 bit | 4.21 | 9.3 TS1M1 | ||||
Windows 7 Ultimate x64 | 4.21 | 9.3 TS1M1 | ||||
Windows Vista | 4.21 | 9.3 TS1M1 | ||||
Windows Vista for x64 | 4.21 | 9.3 TS1M1 | ||||
64-bit Enabled AIX | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
64-bit Enabled HP-UX | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
64-bit Enabled Solaris | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
HP-UX IPF | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Linux | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Linux for x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 | ||
Solaris for x64 | 4.21 | 6.1 | 9.3 TS1M1 | 9.4 TS1M0 |