SUPPORT / SAMPLES & SAS NOTES
Problem Note 14460: LGD and yield rates entered as percentages might not be divided by 100
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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.
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Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| 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 | ||