Problem Note 65293: In SAS® High-Performance Risk models that have similar state values might produce incorrect values
In SAS High-Performance Risk, models that have similar state values might produce incorrect values. Similar state values are common within commercial models. For example, a credit transition from "A" to "AA" is indistinguishable from "AA" to "A" and might result in incorrect results.
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Operating System and Release Information
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
| 64-bit Enabled AIX | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
| 64-bit Enabled Solaris | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
| Linux for x64 | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
| Solaris for x64 | 3.8 | 4.1 | 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.
In SAS High-Performance Risk, models that have similar state values might produce incorrect values. Similar state values are common within commercial models.
For example, a credit transition from "A" to "AA" is indistinguishable from "AA" to "A" and might result in incorrect results.
| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2020-02-10 16:35:35 |
| Date Created: | 2020-01-02 13:26:01 |
