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.

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 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.

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A fix for this issue for SAS High-Performance Risk 3.9 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/B6P.html#65293

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A fix for this issue for SAS High-Performance Risk 3.8 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/B2T.html#65293

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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