This SAS Note provides a summary of the changes and enhancements made for SAS High-Performance Risk 4.2 and SAS Risk Scenario Manager 4.2 (Revision 19w25).

SAS High-Performance Risk User Interface

Enhancements:

• Added support for user folders in the data pane. 
• Added support for the manual refresh of an open exploration with new cube data. 
• Added support for importing risk explorations that were exported from High-Performance Risk 3.9. 

Changes:

• Fixed an issue when adding items to a comparison chart and the crosstab is in the indented mode. 
• Fixed an issue where the system could become unresponsive after applying a new data source to an existing exploration. 
• Fixed an issue where filters could be ignored if the data source for the exploration was changed. 
• Fixed an issue where the system could become unresponsive if you remove a data source used by an existing crosstab. 
• Fixed an issue that could occur when you open a risk exploration that was saved containing absolute dates in the crosstab (see SAS Note 64823). 

SAS Risk Scenario Manager User Interface

Enhancements: 

• Added support for exporting risk scenarios in the CCAR format. 
• Added support for adding tags to risk scenarios. 

Changes: 

• Fixed an issue opening an exported scenario in SAS Studio.  
• Fixed an issue running edited risk scenarios in the SAS High-Performance Risk user interface. 

SAS High-Performance Risk Server Component

Changes: 

• Allow for negative weights when using value-weighted rollups.  Previously we would take the absolute value. 
• Added support for custom aggregation on non-simulated output variables. 
• Added support for a new option, RESOLVE_REFVARS_EACH_SCENARIO=YES in TASK=STRESS which will resolve reference variables after perturbing instrument variables but before pricing that scenario. Previously, when we would perturb an instrument variable that is also the key for a reference variable, the reference variable itself is unaffected. Instead, it resolved to the same risk factor from the base case. 
• Fixed an issue where StateNumber could be incorrect in pre-query methods for risk cubes created with TASK=LOAD_VALUES. 

Operating System and Release Information

A fix for this issue for SAS High-Performance Risk 4.2 is available at:

A fix for this issue for SAS High-Performance Risk 4.1 is available at: