Problem Note 42638: Capital calculations, PD stress, and FX stress fail if 'Allocate mitigants across entities' is specified
The Capital calculations, PD stress test, and FX stress test analysis tasks in SAS® Credit Risk Management for Banking fail with the following errors if they are run with the selection Allocate mitigants across entities:
ERROR : Indexed data set cannot be sorted in place unless the FORCE option is
ERROR : Physical file does not exist, SOURCE .
ERROR : Cannot open %INCLUDE file <filename>.
ERROR :(MACRO attrn) Data set work.entities_do_not_exist can not be opened due
ERROR : A character operand was found in the %EVAL function or %IF condition
where a numeric operand is required. The condition was: <condition>
ERROR : The macro CREATE will stop executing.
ERROR : File WORK.ENTITIES_DO_NOT_EXIST.DATA does not exist.
ERROR : No data set open to look up variables.
ERROR : A character operand was found in the %EVAL function or %IF condition
ERROR : The macro CHECK_MACRO will stop executing.
ERROR 22-322: Syntax error, expecting one of the following: a name,
a quoted string, a numeric constant, a datetime constant,
a missing value, bitstring, INPUT, PUT.
ERROR 180-322: Statement is not valid or it is used out of proper order.
ERROR : The variable RW_UPDATED_FLG in the DROP, KEEP, or RENAME list has
never been referenced.
ERROR : The variable FIRST_LOSS_RETAINED in the DROP, KEEP, or RENAME list has
never been referenced.
ERROR : Variable EXP_ID not found.
ERROR : File REG_CRM_.ALL_EXPOSURES_BEFORE_ROLLUP.DATA does not exist.
ERROR :Input flat file <filepath>\ccvars.txt does not exist.
ERROR : Cannot open %INCLUDE file &rpath\rpts.
Click 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 for Banking | Microsoft® Windows® for x64 | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows 2000 Advanced Server | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows 2000 Datacenter Server | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows 2000 Server | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows 2000 Professional | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows NT Workstation | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows Server 2003 Datacenter Edition | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows Server 2003 Enterprise Edition | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows Server 2003 Standard Edition | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Microsoft Windows XP Professional | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Windows Vista | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Windows Vista for x64 | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
64-bit Enabled AIX | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
64-bit Enabled HP-UX | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
64-bit Enabled Solaris | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
HP-UX IPF | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Linux | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Linux for x64 | 4.6 | 4.6_M1 | | 9.1 TS1M3 |
Solaris for x64 | 4.6 | 4.6_M1 | | 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: | 2011-06-29 13:25:41 |
Date Created: | 2011-03-09 10:30:08 |