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OpRisk VaR 4.21 new CCV

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Occasional Contributor
Posts: 7

OpRisk VaR 4.21 new CCV

Dear SASers,

I am not too experienced on this forum, therefore not fully sure that this is the right place for my question.

The current task to solve is to load a new CCV (custom mapping) into OpRisk VaR. So far I managed to do it for internal data by using class_1 - creating a new column and a new _structure table did not succeed. But using class_1 is fine for me. The question is: how to incorporate my new class_1 CCV into consortium and public data?

Thank you for your help!

SAS Employee
Posts: 13

OpRisk VaR 4.21 new CCV

I encourage you to contact your Technical Support team to discuss this question.

Occasional Contributor
Posts: 7

Re: OpRisk VaR 4.21 new CCV

Posted in reply to Donna_SAS

Thank you, I did. They confirmed it is not possible at the current version. In a further release it might be available.

New User
Posts: 1

Re: OpRisk VaR 4.21 new CCV

I don't understand well if you can add your class_1 in loss_event_detail.

So, keep class_1_structure in your lib and then add a class_1 variable in consortium and public table (like you have to do in loss_event_detail).

Occasional Contributor
Posts: 7

Re: OpRisk VaR 4.21 new CCV

Loading class_n variable into public and consortium loss_event_detail tables does not do the trick as they will not be loaded into the data store. We have opted to change the values of one of the two common dimensions (BL, RC).

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