A new update is available for SAS Firmwide Risk for Solvency II: version v01.2019 :   Content Release: v01.2019 - Published 18JAN2019, Download link for v01.2019 Component name: SAS Infrastructure for Risk Management 3.4 and 3.5 Related SAS release: 9.4 More information can be found in the content package documentation. ... View more

  Functional Issues addressed in v10.2018   Category Summary Description Taxonomy 2.3.0 Support for a new data item To support the new data item R0250-C0010 on the S.01.02 reports in taxonomy 2.3.0, a change was made to the ENTITY table. Data processing logic and report templates have been updated. Taxonomy 2.3.0 Template updates Templates have been updated for the SE.02.01 reports to populate the new cell R1000-EC0021. No other changes required. Taxonomy 2.3.0 Template updates Template has been updated for the S.12.01.01 report to populate a number of new cells. Data processing logic was updated as well. Taxonomy 2.3.0 Template updates Templates have been updated for the S.14.01 reports (renamed C0210 into C0260). Data processing logic was updated as well. Taxonomy 2.3.0 Template updates Templates have been updated for the S.23.01.04 and S.23.01.22 reports (changed row description). No other changes required. Taxonomy 2.3.0 Template updates Template has been updated for the S.25.01.13 report (changed row number). Corresponding configuration in table REPORT_DATA_MAP has been updated. Taxonomy 2.3.0 Template updates Templates have been updated for the S.26.01.01, S.26.01.04 and SR.26.01.01 reports (various changes). Upstream logic has been updated as well. Taxonomy 2.3.0 Template updates Template has been updated for the S.29.0S.01 report (updated label R0300). Taxonomy 2.3.0 Template updates Template has been updated for the S.29.04.01 report (new data item). Upstream logic has been updated as well. Taxonomy 2.3.0 Template updates Template has been updated for the S.29.04.01 report (new data item). Upstream logic has been updated as well. Taxonomy 2.3.0 Template updates Template has been updated for the S.37.01.04 report (new data item). Upstream logic has been updated as well. Taxonomy 2.3.0 QRT validations update 15Jul2018 Updates in the configuration table BUS_VAL_RULE, including new types of expression in Business Validations.   Technical Issues addressed in v10.2018   Category Summary Description Reporting S.29.01 report, R0200-C0030 A filter has been removed fromthe report query, so that the metric is now net of reinsurance, which satisfies the Business Validation BV508. Reporting S.29.01 report, R0220-C0030 All filters have been removed fromthe report query, as they were not relevant in the context of this metric. Reporting S.29.02 report, R0060-C0010 The computation was updated to sum (R0010 to R0040, -R0050). Business validation Business validation improvement An option has been added for a list of QRTs which allows users to limit the color coding to FAILED rows only in the Excel templates. By default this option is enabled for S.06.02 series only Business validation BV494 Reconfiguration of the Business Validation BV494.   Documentation issues addressed in v10.2018   Category Description Taxonomy 2.3.0 Report mapping has been updated for the newly introduced data items in taxonomy 2.3.0   More information can be found in the content package documentation.   ... View more

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   Category Summary  Description Analytics Support for a new equity risk sub-category has been added 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) Taxonomy 2.2.0 update 03MAY2018 update for taxonomy 2.2.0 validations. This update concerns a number of deactived validations. Live ETL Support for the Live ETL feature in SAS Infrastructure for Risk Management 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. Batch Interface Support for the upload of parameter tables in SAS Infrastructure for Risk Management 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. Submission flow layout Visualization of validated reports 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 S.08.02 QRT Data Selection The data selection for S.08.02 reports can now be (optionally) improved to select only previous quarter data   Technical Issues addressed in v06.2018   Category Summary  Description S.29.02 mapping S.29.02 : change in the mapping of the R0060 cell 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). S.29.02 mapping S.29.02 : change in the data collection of the R0070 cell The query structure for table DERIVATIVES has been changed to exclude investments in IL/UL funds. Business validations BV672-BV683 processing For this range of business validations applicable for S.26.05 the validation is skipped when S.26.05 is not applicable  Business validations BVTV50-BVTV56 processing A"false failed" issue has been addressed: these business validations have been reconfigured. Business validations BVTV34-BVTV49 processing Some issues have been addressed both in terms of configuration and processing. S.02.02.01 Data Override An issue was addressed in the node definition of S.02.02.01 that prevented the use of the data override functionality. S.09.01.04 Quickstart An incorrect cell reference for "line identification" was updated.   Documentation Issues addressed in v06.2018   Category Description Mapping for S.29.02 The mapping page was updated to reflect the changes made for S.29.02 Mapping for S.30.04 The list of accepted values for TREATY_REINSURANCE_FACT (COLLATRAL_PROV_TYPE_CD) has been updated   More information can be found in the content package documentation. ... View more