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 Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS OpRisk VaR	Solaris for x64	6.1_M1		9.4 TS1M2
		Linux for x64	6.1_M1		9.4 TS1M2
		HP-UX IPF	6.1_M1		9.4 TS1M2
		64-bit Enabled Solaris	6.1_M1		9.4 TS1M2
		64-bit Enabled HP-UX	6.1_M1		9.4 TS1M2
		Windows 7 Ultimate x64	6.1_M1		9.4 TS1M2
		64-bit Enabled AIX	6.1_M1		9.4 TS1M2
		Windows 7 Ultimate 32 bit	6.1_M1		9.4 TS1M2
		Windows 7 Professional x64	6.1_M1		9.4 TS1M2
		Windows 7 Home Premium x64	6.1_M1		9.4 TS1M2
		Windows 7 Professional 32 bit	6.1_M1		9.4 TS1M2
		Windows 7 Home Premium 32 bit	6.1_M1		9.4 TS1M2
		Windows 7 Enterprise x64	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2012 Std	6.1_M1		9.4 TS1M2
		Windows 7 Enterprise 32 bit	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2012 R2 Std	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2012 R2 Datacenter	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2012 Datacenter	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2008 for x64	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2008	6.1_M1		9.4 TS1M2
		Microsoft Windows Server 2008 R2	6.1_M1		9.4 TS1M2
		Microsoft Windows 10	6.1_M1		9.4 TS1M2
		Microsoft Windows 8.1 Pro x64	6.1_M1		9.4 TS1M2
		Microsoft Windows 8.1 Pro 32-bit	6.1_M1		9.4 TS1M2
		Microsoft Windows 8.1 Enterprise x64	6.1_M1		9.4 TS1M2
		Microsoft Windows 8 Pro x64	6.1_M1		9.4 TS1M2
		Microsoft Windows 8 Pro 32-bit	6.1_M1		9.4 TS1M2
		Microsoft Windows 8 Enterprise x64	6.1_M1		9.4 TS1M2
		Microsoft Windows 8 Enterprise 32-bit	6.1_M1		9.4 TS1M2
		Linux	6.1_M1		9.4 TS1M2
		Microsoft Windows 8.1 Enterprise 32-bit	6.1_M1		9.4 TS1M2
		Microsoft® Windows® for x64	6.1_M1		9.4 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.

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A fix for this issue for SAS OpRisk VaR 6.1_M2 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/Z55.html#58032

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In SAS® OpRisk VaR 6.1, scenarios for cells that do not have fitted models do not run in VaR simulations.

Type:	Problem Note
Priority:	high
Topic:	Analytics ==> Financial Analysis

Date Modified:	2016-08-12 13:09:05
Date Created:	2016-04-11 16:33:49