When you run the Regulatory Reports stored process in SAS^® Credit Risk Management for Banking 4.6, you might see the following error in the log:

You will encounter this error if you attempt to produce regulatory reports with any of the following non-customized selections for the value of Name of project to run:

• Exposure values under IRB approaches.
• Exposure values under standardized approach.
• Equities under PD/LGD approach.
• Equities under simple risk weight approach.
• Equities under internal models approach.
• Traditional securitization under IRB approach.
• Securitization under standardized approach.
• Synthetic securitization under IRB approach.
• Synthetic Securitization under standard approach.
• Exposure values under the slotting criteria.

Furthermore, the selected report will not be produced. The error occurs because, although you are able to select them in the Analysis Wizard, these are invalid values in a non-customized installation of SAS Credit Risk Management for Banking 4.6.

There is no recommended workaround.

Click the Hot Fix tab in this note to access the hot fix for this issue.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS Credit Risk Management for Banking	Microsoft® Windows® for x64	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Datacenter Edition	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Enterprise Edition	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2003 Standard Edition	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2003 for x64	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2008	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows Server 2008 for x64	4.6	4.6_M1		9.2 TS2M3
		Microsoft Windows XP Professional	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Enterprise 32 bit	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Enterprise x64	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Home Premium 32 bit	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Home Premium x64	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Professional 32 bit	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Professional x64	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Ultimate 32 bit	4.6	4.6_M1		9.2 TS2M3
		Windows 7 Ultimate x64	4.6	4.6_M1		9.2 TS2M3
		Windows Vista	4.6	4.6_M1		9.2 TS2M3
		Windows Vista for x64	4.6	4.6_M1		9.2 TS2M3
		64-bit Enabled AIX	4.6	4.6_M1		9.2 TS2M3
		64-bit Enabled HP-UX	4.6	4.6_M1		9.2 TS2M3
		64-bit Enabled Solaris	4.6	4.6_M1		9.2 TS2M3
		HP-UX IPF	4.6	4.6_M1		9.2 TS2M3
		Linux	4.6	4.6_M1		9.2 TS2M3
		Linux for x64	4.6	4.6_M1		9.2 TS2M3
		Solaris for x64	4.6	4.6_M1		9.2 TS2M3

* 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.

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A fix for this issue for SAS Credit Risk Management for Banking Server 4.6 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/C66.html#40993

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Type:	Problem Note
Priority:	high

Date Modified:	2010-09-24 12:46:30
Date Created:	2010-09-22 13:37:25