Problem Note 42205: Including KRIs in severity fits in SAS® OpRisk VaR 4.2 causes the stepwise method results to be incorrect
 |  |  |  |  |
In SAS OpRisk VaR 4.2, if KRIs are included in the severity models for a cell, the stepwise method fits will be incorrect. A message might or might not be received that one or more redundant KRIs are included in the fits for a cell.
*
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.
The workarounds are:
- Do not use the stepwise selection method.
- Do not use KRIs in the severity fits.
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 OpRisk VaR | Microsoft® Windows® for 64-Bit Itanium-based Systems | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft® Windows® for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Enterprise x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Home Premium x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Professional 32 bit | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Professional x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Ultimate x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows Vista | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows Vista for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| HP-UX IPF | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Linux | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Linux for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Linux on Itanium | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Solaris for x64 | 4.2 | 4.21 | 9.2 TS2M2 | 9.3 TS1M0 | ||
A fix for this issue for SAS OpRisk VaR Server 4.2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/D13.html#42205A fix for this issue for SAS OpRisk VaR 4.2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/E78.html#42205| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2012-01-12 07:23:32 |
| Date Created: | 2011-01-26 11:12:07 |