Problem Note 14460: LGD and yield rates entered as percentages might not be divided by 100
In SAS
® Credit Risk Management 3.3, various values are entered as percentages and may not be divided by 100. The following are affected:
- LGD values, in the retail_revolving exposure risk weight function, are not divided by 100.
- yield rates, in the bond pricing method, are not divided by 100.
A fix for this issue is available at:
http://www.sas.com/techsup/download/hotfix/crm33.html#014460
Operating System and Release Information
| Product Family | Product | System | Reported Release | Fixed Release* |
| SAS System | SAS Credit Risk Management | Microsoft Windows 2000 Server | 3.3 | |
| Microsoft Windows Server 2003 Datacenter Edition | 3.3 | |
| Microsoft Windows Server 2003 Enterprise Edition | 3.3 | |
| Microsoft Windows XP Professional | 3.3 | |
| Microsoft Windows NT Workstation | 3.3 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 3.3 | |
| Microsoft Windows 2000 Advanced Server | 3.3 | |
| Microsoft Windows 2000 Datacenter Server | 3.3 | |
| Microsoft Windows Server 2003 Standard Edition | 3.3 | |
| Microsoft Windows 2000 Professional | 3.3 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2008-03-13 09:18:15 |
| Date Created: | 2005-02-01 11:38:32 |
