When you run analysis tasks in any application of SAS Risk Management for Banking or in SAS Market Risk Management for Insurance, you might encounter the following error:

This error surfaces for each position for which there is a missing value of COUNTERPARTY_RK in the FINANCIAL_EXPOSURE table. It even occurs for those (for example, caplets) where no counterparty is required for pricing.

For information about an available fix for this issue, contact SAS Technical Support.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS Risk Management for Insurance	Windows 7 Ultimate x64	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Ultimate 32 bit	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Professional x64	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Professional 32 bit	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Home Premium x64	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Home Premium 32 bit	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Enterprise x64	2.1	2.1_M1		9.2 TS2M3
		Windows 7 Enterprise 32 bit	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows XP Professional	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2008 for x64	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2008	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2003 for x64	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Standard Edition	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Enterprise Edition	2.1	2.1_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Datacenter Edition	2.1	2.1_M1		9.2 TS2M3
		Microsoft® Windows® for x64	2.1	2.1_M1		9.2 TS2M3
		Windows Vista	2.1	2.1_M1		9.2 TS2M3
		Windows Vista for x64	2.1	2.1_M1		9.2 TS2M3
		64-bit Enabled AIX	2.1	2.1_M1		9.2 TS2M3
		64-bit Enabled HP-UX	2.1	2.1_M1		9.2 TS2M3
		64-bit Enabled Solaris	2.1	2.1_M1		9.2 TS2M3
		HP-UX IPF	2.1	2.1_M1		9.2 TS2M3
		Linux	2.1	2.1_M1		9.2 TS2M3
		Linux for x64	2.1	2.1_M1		9.2 TS2M3
		Solaris for x64	2.1	2.1_M1		9.2 TS2M3
SAS System	SAS Risk Management for Banking	Solaris for x64	3.1	3.11		9.3 TS1M0
		Linux for x64	3.1	3.11		9.3 TS1M0
		Linux	3.1	3.11		9.3 TS1M0
		HP-UX IPF	3.1	3.11		9.3 TS1M0
		64-bit Enabled Solaris	3.1	3.11		9.3 TS1M0
		64-bit Enabled AIX	3.1	3.11		9.3 TS1M0
		64-bit Enabled HP-UX	3.1	3.11		9.3 TS1M0
		Windows Vista for x64	3.1	3.11		9.3 TS1M0
		Windows Vista	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2008	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2003 for x64	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2003 Standard Edition	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	3.1	3.11		9.3 TS1M0
		Windows 7 Ultimate x64	3.1	3.11		9.3 TS1M0
		Windows 7 Ultimate 32 bit	3.1	3.11		9.3 TS1M0
		Windows 7 Professional x64	3.1	3.11		9.3 TS1M0
		Windows 7 Professional 32 bit	3.1	3.11		9.3 TS1M0
		Windows 7 Home Premium x64	3.1	3.11		9.3 TS1M0
		Windows 7 Home Premium 32 bit	3.1	3.11		9.3 TS1M0
		Windows 7 Enterprise x64	3.1	3.11		9.3 TS1M0
		Windows 7 Enterprise 32 bit	3.1	3.11		9.3 TS1M0
		Microsoft Windows XP Professional	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2008 for x64	3.1	3.11		9.3 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	3.1	3.11		9.3 TS1M0
		Microsoft® Windows® for x64	3.1	3.11		9.3 TS1M0

* 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 Risk Management for Banking 3.1 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/E29.html#45513

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Type:	Problem Note
Priority:	high

Date Modified:	2012-01-30 17:29:56
Date Created:	2012-01-27 08:46:45