Problem Note 61839: You might encounter slow performance, high-memory usage, or long run times when you run a Delta-Normal analysis in SAS® High-Performance Risk
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In SAS High-Performance Risk, if you run a Delta-Normal analysis, you might encounter slow performance, high-memory usage, or long run times.
This problem occurs in Delta-Normal analysis because a block of memory that is allocated for derivatives might become very large. This memory block becomes large because of how its size is calculated:
number of positions * number of risk factors * size of a double (8 bytes)
However, such large amounts of memory are typically not needed.
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 | Solaris for x64 | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 |
| Linux for x64 | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| 64-bit Enabled Solaris | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| 64-bit Enabled AIX | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 | ||
| Microsoft® Windows® for x64 | 3.8 | 4.1 | 9.4 TS1M4 | 9.4 TS1M5 | ||
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#61839A fix for this issue for SAS High-Performance Risk 3.8 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/B2T.html#61839
In SAS® High-Performance Risk, if you run a Delta-Normal analysis, the block of memory that is allocated for derivatives might become very large. This large block of memory might affect performance and run times.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2018-02-14 08:33:18 |
| Date Created: | 2018-02-13 11:11:31 |