Problem Note 58430: Missing values might be returned from method calculations because PROC HPRISK drops undeclared, but needed, CPTY or MIT variable without warning
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The HPRISK procedure does not provide a warning when dropping an undeclared counterparty (CPTY) or mitigation (MIT) variable even though that variable might be needed later in a scoring or mitigation method. Without the dropped variable, the calculations of the scoring or mitigation method return missing values.
To work around the issue, declare the CPTY and MIT variables before using them in methods.
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 High-Performance Risk | Microsoft® Windows® for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 |
| 64-bit Enabled AIX | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| 64-bit Enabled Solaris | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Linux for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Solaris for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 | ||
A fix for this issue for SAS High-Performance Risk 3.6 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/Z08.html#58430A fix for this issue for SAS Risk Dimensions Server Component 6.6 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/Z06.html#58430
PROC HPRISK does not provide a warning when dropping an undeclared CPTY or MIT variable even though it might be needed later in a scoring or mitigation method. Without these variables, the calculations of the scoring or mitigation method return missing values.
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2020-03-03 15:33:42 |
| Date Created: | 2016-06-17 09:42:00 |