SAS High-Performance Risk 3.6

Hot Fix Downloads for Windows for x64

* Important changes to Hot Fixes!

Z08001 was replaced by Z08012

Z08002 was replaced by Z08012

Z08003 was replaced by Z08012

Z08004 was replaced by Z08012

Z08005 was replaced by Z08012

Z08006 was replaced by Z08012

Z08007 was replaced by Z08012

Z08008 was replaced by Z08012

Z08009 was replaced by Z08012

Z08010 was replaced by Z08012

Z08011 was replaced by Z08012

Z08012 for Windows for x64
SAS High-Performance Risk 3.6
Issue(s) Addressed:Introduced:
58403 ALERT - Mid-tier and Risk Common Scenario Repository changes to support SAS® Model Implementation Platform 2.2 in Revision 16w26 Z08001
58407 ALERT - Server-side changes needed to support SAS® Model Implementation Platform 2.2, Revision 940_16w30 Z08001
59284 ALERT - Faure and Sobol quasi-random number generators and the L'Ecuyer and Twister antithetic pseudorandom number generators might lead to unexpected results Z08001
59022 SAS® High-Performance Risk 3.6 server component changes to support SAS® Risk Management for Banking 3.4 Z08002
59153 An error occurs in SAS® High-Performance Risk if you invoke the GET_RANKED_VALUES call routine inside a mitigation method Z08002
59165 When MLEVEL=GBM and a correlation matrix is supplied for covariance simulation, the correlated draws are not adjusted by the standard deviations Z08003
59166 When you load a cov/corr/cholesky matrix that is larger than 2GB, the error "The application could not read data from the input data set" occurs Z08003
59155 Cube creation fails and a task execution exception occurs in SAS® High-Performance Risk or SAS® Model Implementation Platform Z08003
59156 Density plots and profit/loss values displayed in the SAS® High-Performance Risk user interface might include incorrect data Z08003
59517 The grid crashes if a query statement in PROC HPRISK sets a variable equal to an empty string Z08004
59518 When you price positions and include at least one mitigation, a utility file larger than the PROC HPRISK cube is created, which can impact performance Z08004
59667 The GET_RANKED_VALUES_TOP CALL routine incorrectly returns a vector with a dimension of 1 and a missing value Z08005
59645 In SAS® High-Performance Risk, portfolio details are limited to 1000 rows when exported to Excel Z08006
59652 In SAS® High-Performance Risk, on the Filter tab, values above 2500 are lost for CLASS variables with high cardinality Z08006
59760 When SAS® High-Performance Risk is used in solo mode with ESPMODE=ON, PROC HPRISK might stop responding Z08007
60100 When you use PRICEBY=POSITION to load cubes and query cubes, the cubes do not load, the queries fail, and a Java exception occurs Z08008
58425 If the pricing INST_INIT block of a pricing method accesses counterparty variables, a segmentation violation occurs Z08008
58430 Missing values might be returned from method calculations because PROC HPRISK drops undeclared, but needed, CPTY or MIT variable without warning Z08008
62486 Potential memory leaks can occur because user sessions are not deleted when you log off from SAS® Risk solutions in a web browser Z08011
63194 Memory leaks in the middle tier increase memory usage, hold memory, and lead to "Forced destruction of the session context by the Session Service..." Z08011
Released: February 02, 2021     Documentation: Z08012x6.html D       Download:  
D indicates that the Documentation has special pre-installation, post-installation or other unique instructions not commonly used for hot fix deployment.
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