If you run the example shown in the "Assessing Market Risk" section of the SAS Risk Dimensions 6.7 user's guide, you might see a warning followed by errors, after which the process ultimately fails.  Here are some examples of the warning and errors:

This problem occurs because a DATA step is missing from the example instructions that create the instdata data set. Without that DATA step (shown below), the code generates the warning and errors. 

Workaround

To work around this issue, simply add the following DATA step to step 1 in the section "Register Your Portfolio Data."

Operating System and Release Information