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SUPPORT / SAMPLES & SAS NOTES
 

Support

Problem Note 58032: Scenarios for cells that do not have fitted models do not run in VaR simulations

DetailsHotfixAboutRate It

In the SAS® OpRisk VaR, scenarios for cells that do not have fitted models do not run in VaR simulations.

There are no warnings or errors.

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 VaRSolaris for x646.1_M19.4 TS1M2
Linux for x646.1_M19.4 TS1M2
HP-UX IPF6.1_M19.4 TS1M2
64-bit Enabled Solaris6.1_M19.4 TS1M2
64-bit Enabled HP-UX6.1_M19.4 TS1M2
Windows 7 Ultimate x646.1_M19.4 TS1M2
64-bit Enabled AIX6.1_M19.4 TS1M2
Windows 7 Ultimate 32 bit6.1_M19.4 TS1M2
Windows 7 Professional x646.1_M19.4 TS1M2
Windows 7 Home Premium x646.1_M19.4 TS1M2
Windows 7 Professional 32 bit6.1_M19.4 TS1M2
Windows 7 Home Premium 32 bit6.1_M19.4 TS1M2
Windows 7 Enterprise x646.1_M19.4 TS1M2
Microsoft Windows Server 2012 Std6.1_M19.4 TS1M2
Windows 7 Enterprise 32 bit6.1_M19.4 TS1M2
Microsoft Windows Server 2012 R2 Std6.1_M19.4 TS1M2
Microsoft Windows Server 2012 R2 Datacenter6.1_M19.4 TS1M2
Microsoft Windows Server 2012 Datacenter6.1_M19.4 TS1M2
Microsoft Windows Server 2008 for x646.1_M19.4 TS1M2
Microsoft Windows Server 20086.1_M19.4 TS1M2
Microsoft Windows Server 2008 R26.1_M19.4 TS1M2
Microsoft Windows 106.1_M19.4 TS1M2
Microsoft Windows 8.1 Pro x646.1_M19.4 TS1M2
Microsoft Windows 8.1 Pro 32-bit6.1_M19.4 TS1M2
Microsoft Windows 8.1 Enterprise x646.1_M19.4 TS1M2
Microsoft Windows 8 Pro x646.1_M19.4 TS1M2
Microsoft Windows 8 Pro 32-bit6.1_M19.4 TS1M2
Microsoft Windows 8 Enterprise x646.1_M19.4 TS1M2
Microsoft Windows 8 Enterprise 32-bit6.1_M19.4 TS1M2
Linux6.1_M19.4 TS1M2
Microsoft Windows 8.1 Enterprise 32-bit6.1_M19.4 TS1M2
Microsoft® Windows® for x646.1_M19.4 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.