To run the Historical Report, SAS^® OpRisk VaR must be set up to work with the SAS^® Risk Reporting Repository. For details, see Chapter 4, "Post-Installation Tasks" in the SAS^® OpRisk VaR Administration Guide.

The input data requirements for the Historical Report are:

1. A data version that is created from a successful data load. Also see SAS Note 37979, "Failed SAS® OpRisk VaR data load."
2. A project that uses the data version, and includes fitted models and VaR results.
3. At least one incremental data load to the data version, which updates the fitted models and the VaR results.
4. The more incremental data loads that are added, with model updates and VaR results, the more information the Historical Report shows.

• When loading incremental data to a data version, the dimensions (also known as CCVs) must remain the same. They cannot be changed or edited. That is, the Business Lines and Risk Categories (and optionally, a third dimension, if used) must remain the same in the incremental data loads as in the original data load for the data version.
• The Historical Report has been removed from the product in the 6.1 release, and it is no longer available.

Operating System and Release Information