A new update is available for SAS Firmwide Risk for Solvency II: version v06.2018 :
- Content Release: v06.2018 - Published 29JUN2018, Download link for v06.2018
- Component name: SAS Infrastructure for Risk Management 3.3 and 3.4
- Related SAS release: 9.4
Functional Issues addressed in v06.2018
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Category
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Summary
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Description |
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Analytics
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Support for a new equity risk sub-category has been added
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Based on the EC publication of 14SEP2017, a new equity risk subcategory has been added for qualifying infrastructure corporate equities. This change exists for configurations eiopa_full_sii_sfcr & eiopa_full_sii_2.2.0. The reports S.26.01 and SR.26.01 have been updated to surface the analytical outcome but the related data items won't be included in any XBRL reports (as not existing in the current taxonomy)
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Taxonomy 2.2.0 update
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03MAY2018 update for taxonomy 2.2.0 validations.
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This update concerns a number of deactived validations.
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Live ETL
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Support for the Live ETL feature in SAS Infrastructure for Risk Management
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The Live ETL feature in SAS Infrastructure for Risk Management allows to update/refresh data mart tables (staging) without the need to restart the mid-tier server.
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Batch Interface
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Support for the upload of parameter tables in SAS Infrastructure for Risk Management
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Support for the upload of parameter tables has been added. The instance will not be run before all parameter tables have been uploaded. SAS Infrastructure for Risk Management 3.4 onwards only.
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Submission flow layout
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Visualization of validated reports
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A number of submission flows have been reworked to ensure that produced validated reports are showing in the "Results" window of SAS Infrastructure for Risk Management
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S.08.02
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QRT Data Selection
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The data selection for S.08.02 reports can now be (optionally) improved to select only previous quarter data
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Technical Issues addressed in v06.2018
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Category
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Summary
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Description |
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S.29.02 mapping
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S.29.02 : change in the mapping of the R0060 cell
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To accommodate the document "EIOPA Explanatory notes on reporting templates Variation Analysis templates" dated 29JUN2017, we've updated the calculation of data item R0060 to the sum of R0010 to R0050. This change is replicated on S.29.01.01 (data item R0190).
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S.29.02 mapping
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S.29.02 : change in the data collection of the R0070 cell
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The query structure for table DERIVATIVES has been changed to exclude investments in IL/UL funds.
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Business validations
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BV672-BV683 processing
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For this range of business validations applicable for S.26.05 the validation is skipped when S.26.05 is not applicable
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Business validations
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BVTV50-BVTV56 processing
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A"false failed" issue has been addressed: these business validations have been reconfigured.
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Business validations
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BVTV34-BVTV49 processing
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Some issues have been addressed both in terms of configuration and processing.
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S.02.02.01
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Data Override
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An issue was addressed in the node definition of S.02.02.01 that prevented the use of the data override functionality.
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S.09.01.04
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Quickstart
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An incorrect cell reference for "line identification" was updated.
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Documentation Issues addressed in v06.2018
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Category
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Description
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Mapping for S.29.02
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The mapping page was updated to reflect the changes made for S.29.02
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Mapping for S.30.04
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The list of accepted values for TREATY_REINSURANCE_FACT (COLLATRAL_PROV_TYPE_CD) has been updated
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More information can be found in the content package documentation.
