When a scenario or historical simulation results in unadjusted missing
values for the simulation replications, and when the optional SIMRFIM
output is requested, some SIMRFIM output will be incorrect and the
following error may appear in the SAS log:

   ERROR: Floating Point Overflow

In particular, when missing simulation replications are unadjusted, the
information measure in the SIMRFIM output will be incorrect for any
simulated risk factor for which some of the simulated risk factor
replications are missing.  Furthermore, if the information measure for
one or more risk factors is incorrect, then the ranking in the SIMRFIM
output may also be incorrect.  Finally, if at least 20 percent of the
unadjusted simulated risk factor replications are missing when the
SIMRFIM output is requested, then in addition to the incorrect SIMRFIM
output, the floating point overflow will also occur.

Note that in releases prior to 3.3, missing simulation replications are
always unadjusted.  In Release 3.3, missing simulation replications are
unadjusted only when the ADJUSTMIS=NONE option is specified.

There is no known circumvention for this problem.


A Technical Support hot fix for Release 8.2 TSLEVEL TS2M0 for this
issue is available at:

http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#009079

Operating System and Release Information

A fix for Release 8.2 (TS2M0) for this issue is available at: