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Problem Note 54970: "ERROR: The macro ORVA_KRIMERGE will stop executing" occurs when all losses are filtered out by a mapping and filter combination

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In SAS® OpRisk VaR, the combination of cross-classification variables (CCVs) and a filter can remove all loss observations. This occurs because CCV customizations are not accounted for when the filter is created. For example, when a filter is created, it can appear that loss observations remain. However, if you also create custom CCVs that use only a few nodes or levels, then during the project creation, the combination of the filter and the custom CCVs might remove all losses from the project. At this point in the processing, there is no warning or error but later, for a project that uses the custom CCVs and the filter, the following error occurs:

ERROR: The macro ORVA_KRIMERGE will stop executing.
There is no workaround.

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 x645.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8 Enterprise 32-bit5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8 Enterprise x645.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8 Pro 32-bit5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8 Pro x645.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise 32-bit5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise x645.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro 32-bit5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2003 Datacenter Edition5.19.3 TS1M2
Microsoft Windows Server 2003 Enterprise Edition5.19.3 TS1M2
Microsoft Windows Server 2003 Standard Edition5.19.3 TS1M2
Microsoft Windows Server 2003 for x645.19.3 TS1M2
Microsoft Windows Server 20085.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2008 R25.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2008 for x645.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Datacenter5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Datacenter5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Std5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Std5.16.1_M29.3 TS1M29.4 TS1M2
Microsoft Windows XP Professional5.19.3 TS1M2
Windows 7 Enterprise 32 bit5.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Enterprise x645.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Home Premium 32 bit5.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Home Premium x645.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Professional 32 bit5.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Professional x645.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Ultimate 32 bit5.16.1_M29.3 TS1M29.4 TS1M2
Windows 7 Ultimate x645.16.1_M29.3 TS1M29.4 TS1M2
Windows Vista5.19.3 TS1M2
Windows Vista for x645.19.3 TS1M2
64-bit Enabled AIX5.16.1_M29.3 TS1M29.4 TS1M2
64-bit Enabled HP-UX5.16.1_M29.3 TS1M29.4 TS1M2
64-bit Enabled Solaris5.16.1_M29.3 TS1M29.4 TS1M2
HP-UX IPF5.16.1_M29.3 TS1M29.4 TS1M2
Linux5.16.1_M29.3 TS1M29.4 TS1M2
Linux for x645.16.1_M29.3 TS1M29.4 TS1M2
Solaris for x645.16.1_M29.3 TS1M29.4 TS1M2
* 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.