Problem Note 14460: LGD and yield rates entered as percentages might not be divided by 100
In SAS® Credit Risk Management for Banking, various values are entered as percentages and might 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.
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS Credit Risk Management | Microsoft Windows 2000 Server | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Enterprise Edition | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows XP Professional | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows NT Workstation | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows 2000 Advanced Server | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows 2000 Datacenter Server | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Standard Edition | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
| Microsoft Windows 2000 Professional | 3.3 | 3.3 | 9.1 TS1M3 | 9.1 TS1M3 |
*
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: | 2010-08-26 12:42:22 |
| Date Created: | 2005-02-01 11:38:32 |
