| J67014 for 64-bit Enabled Solaris |
| SAS OpRisk VaR 5.1 |
| Issue(s) Addressed: | Introduced: |
| 51445 | ICF J67007 for SAS® OpRisk VaR 5.1 is available for customer download by request only - optimization of severity fitting performance |
J67001 |
| 49459 | Cell slice-level models are available only if Internal Business Line is used as a cross-classification variable |
J67001 |
| 49766 | Scaling factors for level 3 and higher of internal business lines are not calculated correctly |
J67002 |
| 49932 | ALERT - Correlation in time calculation in SAS® OpRisk VaR does not incorporate time exposure |
J67002 |
| 48912 | String length of greater than 1024 for KRI names in SAS® OpRisk VaR results in frequency fitting failure |
J67003 |
| 50197 | ALERT - Frequency model fit statistics are missing when missing range covers the entire fit interval |
J67003 |
| 50199 | ALERT - If only severity scalings are used, the frequency fitting fails with the error "Unable to determine net exposure for all losses" |
J67003 |
| 50204 | ALERT - VaR sensitivity shows a negative relationship with the Poisson lambda parameter |
J67003 |
| 50244 | ALERT - If multiple thresholds are used in the loss data, the frequency counts are incorrect |
J67003 |
| 50261 | Scale factor adjustments for Internal Business Lines (IBLs) are incorrect and the Annual Adjustment Factor (AAF) is not included |
J67003 |
| 50206 | Global range dates are incorrect for non-USA time zones |
J67003 |
| 50441 | The Percentage option is used instead of the Hill-Estimator option for fitting body-tail models |
J67004 |
| 50360 | When using a SAS/SHARE® server and logging on to the SAS® OpRisk VaR client with two user IDs, one session ends in errors when you exit |
J67004 |
| 51023 | ALERT - Rare event scenarios are not used in simulations |
J67005 |
| 51028 | Implicit limit of 100 KRIs in SAS® OpRisk VaR |
J67005 |
| 51035 | SAS® OpRisk VaR is not compatible with Java releases 1.6.0_45 and 1.7.0_21 |
J67005 |
| 51064 | KRIs that have only 1 observation cause an internal error in SAS® OpRisk VaR when the data are accepted as version |
J67005 |
| 51333 | Fitting body-tail severity models using the Hill-Estimator fails with the error "There are not enough observations above the tail breakpoints" |
J67006 |
| 51270 | Fitting LogNormal-Gamma and other models for cells that have millions of loss observations and a threshold of zero requires many hours |
J67007 |
| 51666 | Negative Binomial frequency fitting fails when you use many Internal Business Lines |
J67008 |
| 51705 | The simulation fails when you are using models that have many KRIs |
J67008 |
| 51731 | The error "Variable CCUID is not on file WORK._SPARMNEW_1" occurs when the severity fitting fails and no models are selected |
J67008 |
| 51772 | Frequency fit statistics fail to display - unable to resolve some variables - ERROR 22-322: Syntax error |
J67008 |
| 51670 | A user can have the same project open simultaneously in multiple client UIs |
J67008 |
| 51671 | VaR simulation copulas and fitting diagnostic graphs are not available when running in client proxy mode |
J67008 |
| 51673 | Threshold for frequency fit is not displayed correctly for "zero count default" in the UI |
J67008 |
| 51730 | For incremental data versions, user-created scaling does not work in projects |
J67008 |
| 53187 | Project creation in a high-latency environment fails with "ERROR: File VARPRJ.MODEL.DATA does not exist" |
J67009 |
| 52232 | The displayed frequency variance on the Empirical Matrix tab might be incorrect |
J67010 |
| 52342 | The process of merging data fails and generates the error "BY variables are not properly sorted on data set WORK._TMP_INSURANCEDATA_" |
J67010 |
| 52392 | The COUNTREG procedure removes a KRI during the fitting process even though the REG procedure included it earlier |
J67010 |
| 52419 | Fitting a body-tail model fails when you use KRIs and generates the warning "The data set WORK._FGP_COUNTS may be incomplete" |
J67010 |
| 52475 | Generating the PDF output of the audit log report fails with "ERROR 73-322: Expecting an =." when you process the ORVR_AUDIT_LOG macro |
J67010 |
| 52615 | Scenarios that use standard dimensions are not applied in the Empirical Matrix |
J67010 |
| 52664 | A bucketed scenario is not applied in the Empirical Matrix |
J67010 |
| 52783 | A simulation is slow when you are using KRIs |
J67010 |
| 52834 | Fitting for INV Gauss, Gamma, and RobustLNG models fails with "ERROR: File WORK._COVMAT_.DATA does not exist" |
J67010 |
| 53009 | Unzipping files during a data store migration fails with "ERROR: File is in use 'path'" and "WARNING: Skipping this package due to a package problem" |
J67010 |
| 53282 | Severity backtesting fails for empirical distributions |
J67010 |
| 53293 | New functionality is available for automatically collecting diagnostic and release information |
J67010 |
| 53359 | Fitting IBL frequency models with IBL KRIs generates the message "ERROR: The result is too large to store in function 'pgfNEGBIN'" |
J67010 |
| 52301 | The user interface in SAS® OpRisk VaR 5.1 shows that a fit-failed model is selected as the best fit |
J67010 |
| 52295 | The Severity and Frequency labels on the Assign Effects tab overlap each other when you assign an effect to cells in a 1-row matrix |
J67010 |
| 52525 | Changing the default mix settings from the Tools menu results in a Java exception |
J67010 |
| 52707 | Sensitivity slider bars do not function properly for firm KRIs |
J67010 |
| 52708 | A Hill Plot Exploratory Graph is not displayed as expected and user-supplied VaR simulation copulas fail |
J67010 |
| 53425 | ALERT - Insurance policies that you add from the VaR Matrix Cell Editor in SAS® OpRisk VaR are not applied |
J67010 |
| 53774 | An error similar to "Invalid argument or operand; contains missing values" occurs when you force KRIs into frequency models |
J67011 |
| 54222 | The value at risk (VaR) might be negative when you use secondary insurance for operational losses in SAS® OpRisk VaR |
J67011 |
| 54223 | The fitting process for the LogNormal mixture severity model does not finish |
J67011 |
| 54224 | The fitting process for the LogNormal-Gamma severity model does not finish processing |
J67011 |
| 54415 | Project export fails with "Unable to add a directory to the version." if, for example, the project name includes an "±" (Spanish/Portuguese) |
J67012 |
| 54668 | Extensions.dtd is not in sync with Extensions.xml and validation fails |
J67013 |
| 54970 | "ERROR: The macro ORVA_KRIMERGE will stop executing" occurs when all losses are filtered out by a mapping and filter combination |
J67013 |
| 55068 | Insurance simulation can fail if some, but not all, losses have insurance information |
J67013 |
| 54974 | Filter Limit - SQL Exception reading data set: {1} Unable to execute query: SQL passthru expression contained these errors: ERROR: Out of memory. |
J67013 |
| 56749 | The empirical moments for the frequency models in the total cells might be inaccurate |
J67014 |
| 56752 | Frequency means might be incorrect if loss events have non-insurance recoveries that drive net losses to zero (0) |
J67014 |
| 56810 | Primary insurance is not applied in VaR simulation |
J67014 |
| 57244 | The missing range table is not correctly mapped during data loading in SAS® OpRisk VaR |
J67014 |
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| D indicates that the Documentation has special pre-installation, post-installation or other unique instructions not commonly used for hot fix deployment. |
General Information about Hot Fixes