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SAS Credit Risk Management for Banking 4.8

Hot Fix Downloads for Linux for x64

* Important changes to Hot Fixes!

M33001 was replaced by M33004

M33002 was replaced by M33004

M33003 was replaced by M33004

M33004 for Linux for x64
SAS Credit Risk Management for Banking 4.8
Issue(s) Addressed:Introduced:
52433 ALERT - SASŪ Credit Risk Management for Banking requires a hot fix for updated compliance with CRD-IV/CRR and COREP templates M33001
52986 The PD Stress Test fails with error "Portfolio file "All_Reg_regulatory" cannot be located" in SASŪ Credit Risk Management for Banking M33001
54367 Preparing LE reports results in "ERROR: The length of the value of the macro variable LE_CPTY_ALL (value) exceeds the maximum length 65534" M33001
54790 Credit quality steps (CQS) reporting at inception do not match regulatory reporting M33001
53784 CRSA report Memorandum Items Not Handled Correctly - "NOTE: The SAS System stopped processing this step because of errors." M33001
53174 Russian and German localization updates are available for SASŪ Credit Risk Management for Banking 4.8 M33002
53898 Capital requirements deduction for credit risk on exposures to SMEs - there is no 1.5 million check for total SME exposures M33002
54280 The "Exposures with Ineligible CRMs" column of the diagnostic report is mislabeled as "Invalid Exposures" M33004
54517 Regulatory reports in XLS format are generated but not displayed in the GUI when selected M33004
53900 Slow performance when preparing obligor data for reports M33004
54170 Risk weight (RW) breakdown in the COREP CR SA report can be incorrect when collateral is used M33004
54171 CRSA Report row 040 not correctly populated M33004
54245 Using a standard approach for special CCF treatment results in "WARNING: 'STD_CCF_REC_REVOLVING' passed to PMXELEM is not a valid row or column name." M33004
54262 Creation of MAP_CQS_EXT_RATING values fails with "ERROR: File RD_MAP.MAP_CQS_EXT_RATING.DATA does not exist." M33004
54284 If the unsecured part of a mortgage exceeds 1 million, the counterparty is still treated as "Retail" but it should be "Corporate" M33004
54285 Counterparty class is incorrectly treated as "Retail" instead of "Corporate" for unidentified counterparties of exposures greater than 1 million euros M33004
54286 LE4 and LE5 reports are not run if the entity is not "Main" M33004
54287 Eligible capital is incorrectly calculated for the Large Exposure (LE) reports M33004
54288 The country codes are not displayed as two-letter ISO 3166-1 alpha-2 codes, but they should be M33004
54289 Large Exposure 5 (LE5) report contains incorrect counterparty column information M33004
54296 CR SA report is incorrect for an exposure that is secured by a residential mortgage, if the CRM is invalidated M33004
54297 Large Exposure 1 (LE1) report data are not written in the risk reporting repository and the report is overwritten in subsequent runs M33004
54309 EQUITY approach of IRB_PD_LGD with defaulted exposures fails with "ERROR: An illegal argument is used in the function call in function 'PROBIT'" M33004
54316 If IRBF exposures are split into secured and unsecured parts and they have multiple CRMs, the resulting risk weights (RWs) might be incorrect M33004
54338 Counterparty code "301" determines securitization approach when it should be determined by STD or IRB and product class or subclass M33004
54341 The values in the Large Exposure (LE) Reports 1, 2, and 3 are displayed incorrectly when you specify the option to run all regulatory reports M33004
54354 Article 274, 2c is not applied properly and the resulting residual maturity terms are incorrect M33004
54360 The MAP_MAT_BUCKETS_REGRPT and MAP_INVESTMENT_FIRM_TYPE tables have invalid data for the variables VALID_FROM_DTTM and VALID_TO_DTTM M33004
54365 The specific_provision value is not subtracted from EAD in BY_RANK and OPTIMAL CRM allocation runs M33004
54379 In the collateral case under the Foundation Internal Ratings-Based (IRBF) approach, LGD_EFF is calculated incorrectly M33004
54425 The risk-weighting logic for in-default exposures that are secured by immovable property is incorrect M33004
54433 Labels for Large Exposure (LE) reports are hardcoded in English M33004
54435 Aggregation fails for obligor grades when the credit risk mitigant counterparty is not the same as the exposure counterparty M33004
54436 Some Internal Ratings-Based (IRB) reports are generated when the approach specified is Standardized (STD) M33004
54471 Exposure values might be incorrect for single or multiple mortgage exposures that are secured by multiple immovable properties M33004
54472 A new CCF treatment is needed for calculating the leverage ratio for the LR4 report M33004
54474 Capital calculations fail with "ERROR: Lock on 'RD_ROOT.STP_EXECUTION_MASTER.DATA' unavailable." M33004
54477 Missing exposure IDs (EXP_ID) occur in the data set CRM_Allocation_Optimal_Detail M33004
54498 The calculation of CVA capital charges might be incorrect M33004
54533 Exposures in default for lines C20-C70 of CR GB report 1 sheet that should be empty are filled in M33004
54534 Implementation of the 010 and 020 columns and the variable groupings of the Large Exposure 3 (LE3) report are incorrect M33004
54538 Values in the Sector of the Counterparty column (column 050) of LE1 reports are unformatted M33004
54558 Refreshing regulatory report data when APPROACH=STD results in "ERROR: No equities are subject to the constraints of the PD/LGD approach." M33004
54573 Property collateral should be ineligible for special lending (SL) exposures because PD can be calculated as greater than 100% M33004
54577 Large exposure (LE1) report does not report all counterparties under LE2 and LE3 M33004
54587 Volatility adjustments are not calculated correctly for repurchase agreement (repo) M33004
54602 The "Refresh Regulatory Report Data" task fails with "ERROR: File WORK.LE_COUNTERPARTY_RK_LIST.DATA does not exist." M33004
54623 The number of obligors is incorrect for credit and counterparty credit risk reports M33004
54778 Valuation fails with "ERROR: BY variables are not properly sorted on data set RD_STAGE.ISSUE_ASSET_MART." M33004
54793 Large exposure (LE) limits report is not generated M33004
54823 "ERROR: File WORK._CA_DATA_.DATA does not exist." might be generated after you attempt to generate the Capital Adequacy (CA) report M33004
54950 The Credit Value Adjustment (CAV) Report, the Large Exposure (LE) 2 Report, and the Large Exposure (LE) 3 Report are not using the current template M33004
55045 Aggregation for Large Exposure (LE) reports incorrectly occurs at the portfolio creation level M33004
55046 Credit Risk Geographical Breakdown (CR GB) and Standard Approach (CR SA) templates need template updates M33004
55057 Capital Calculation fails for CRD4 in Master Mode for "By Rank" M33004
NOTE: MANDATORY ACTION REQUIRED PRIOR TO APPLYING THIS HOT FIX. Review installation instructions carefully for information.

NOTE(2):  This hot fix requires hot fix N38002 in order to be fully functional..

NOTE(3): This hot fix includes configuration and can NOT be installed using the -silenthotfix option
Released: January 22, 2015     Documentation: M33004la.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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N38001 was replaced by N38002

N38002 for Linux for x64
SAS Detail Data Store for Banking 4.7 hot fix for SAS Credit Risk Management for Banking 4.8
Issue(s) Addressed:Introduced:
52433 ALERT - SASŪ Credit Risk Management for Banking requires a hot fix for updated compliance with CRD-IV/CRR and COREP templates N38001
54881 SASŪ Credit Risk Management for Banking requires a hot fix for a metadata upgrade to the banking DDS input files N38002
55074 Update of SASŪ Detail Data Store for Banking to support fixes and features N38002
Released: January 22, 2015     Documentation: N38002la.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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