A new update is available for SAS OpRisk VaR , version 6.1_M2 :
SAS Note 58032 | Scenarios for cells that do not have fitted models do not run in VaR simulations |
This list of notes might be incomplete. For a complete list of issues addressed by this hot fix, visit the hot fix page for Z55001 |
Note: A comprehensive list of all SAS hot fixes is available from support.sas.com. You can use the SAS Hot Fix Analysis, Download, and Deployment (SASHFADD) tool to manage your SAS hot fixes.
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