Usage Note 65044: Changes and enhancements for SAS® High-Performance Risk 4.2 and SAS® Risk Scenario Manager 4.2 (Revision 19w25)
This SAS Note provides a summary of the changes and enhancements made for SAS High-Performance Risk 4.2 and SAS Risk Scenario Manager 4.2 (Revision 19w25).
SAS High-Performance Risk User Interface
Enhancements:
- Added support for user folders in the data pane.
- Added support for the manual refresh of an open exploration with new cube data.
- Added support for importing risk explorations that were exported from High-Performance Risk 3.9.
Changes:
- Fixed an issue when adding items to a comparison chart and the crosstab is in the indented mode.
- Fixed an issue where the system could become unresponsive after applying a new data source to an existing exploration.
- Fixed an issue where filters could be ignored if the data source for the exploration was changed.
- Fixed an issue where the system could become unresponsive if you remove a data source used by an existing crosstab.
- Fixed an issue that could occur when you open a risk exploration that was saved containing absolute dates in the crosstab (see SAS Note 64823).
SAS Risk Scenario Manager User Interface
Enhancements:
- Added support for exporting risk scenarios in the CCAR format.
- Added support for adding tags to risk scenarios.
Changes:
- Fixed an issue opening an exported scenario in SAS Studio.
- Fixed an issue running edited risk scenarios in the SAS High-Performance Risk user interface.
SAS High-Performance Risk Server Component
Changes:
- Allow for negative weights when using value-weighted rollups. Previously we would take the absolute value.
- Added support for custom aggregation on non-simulated output variables.
- Added support for a new option, RESOLVE_REFVARS_EACH_SCENARIO=YES in TASK=STRESS which will resolve reference variables after perturbing instrument variables but before pricing that scenario. Previously, when we would perturb an instrument variable that is also the key for a reference variable, the reference variable itself is unaffected. Instead, it resolved to the same risk factor from the base case.
- Fixed an issue where StateNumber could be incorrect in pre-query methods for risk cubes created with TASK=LOAD_VALUES.
Operating System and Release Information
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 4.2 | | 9.4 TS1M6 | |
| 64-bit Enabled AIX | 4.2 | | 9.4 TS1M6 | |
| Linux for x64 | 4.2 | | 9.4 TS1M6 | |
*
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.
This SAS Note provides a summary of the changes and enhancements made for SAS High-Performance Risk 4.2 and SAS Risk Scenario Manger 4.2 (Revision 19w25).
| Date Modified: | 2020-01-02 09:53:28 |
| Date Created: | 2019-11-01 12:39:50 |
