For SAS^® OpRisk VaR 6.1, the "What's New" section in the User's Guide is a duplicate of the previous release.
A summary of the new features is as follows:

• Performance has been improved in various critical areas with significant gains.
• Backtesting reports have been improved and enhanced.
• Improved supportability, including automatic collection of debugging information.
• Generic way to add global macros to handle fine tuning of algorithms in the field for the following.
  • Backtesting
  • Extra loss quantile level
  • Rerouting log to a file
  • Maximum average frequency for simulation
  • Maximum number of points in plots
  • Scenario horizon
  • Single loss VaR approximation percentile
• Custom scaling, frequency and severity, not tied to any hard coded formulas
• Single Loss Approximation (SLA) to VaR
• Customizable Frequency Diagnostic Plots
• More dependence structure options for VaR calculations
• More granular web services

Operating System and Release Information