Problem Note 60818: Incorrect results might occur when you use weighted output variables in SAS® High-Performance Risk
SAS High-Performance Risk might generate incorrect results when you use weighted output variables. This issue occurs when a computed roll-up method references a weighted output variable. It also occurs with exposure-weighted output variables, where the exposure is adjusted via mitigation. This affects all queries that aggregate exposure-weighted output variables.
Note that weighted output variables are declared (defined) in the DECLARE statement of the RISK procedure by using ROLLUP=VALWEIGHTED or ROLLUP=EXPWEIGHTED or ROLLUP=MTMWEIGHTED.
There are no warnings or errors.
There is no workaround.
Operating System and Release Information
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 3.8 | 3.9 | 9.4 TS1M4 | 9.4 TS1M5 |
| 64-bit Enabled AIX | 3.8 | 3.9 | 9.4 TS1M4 | 9.4 TS1M5 |
| 64-bit Enabled Solaris | 3.8 | 3.9 | 9.4 TS1M4 | 9.4 TS1M5 |
| Linux for x64 | 3.8 | 3.9 | 9.4 TS1M4 | 9.4 TS1M5 |
| Solaris for x64 | 3.8 | 3.9 | 9.4 TS1M4 | 9.4 TS1M5 |
*
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.
SAS High-Performance Risk might generate incorrect results when you use weighted output variables.
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Financial Analysis
|
| Date Modified: | 2017-07-29 12:51:06 |
| Date Created: | 2017-07-25 16:13:05 |
