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Problem Note 42638: Capital calculations, PD stress, and FX stress fail if 'Allocate mitigants across entities' is specified

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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.

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Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Credit Risk Management for BankingMicrosoft® Windows® for x644.64.6_M19.1 TS1M3
Microsoft Windows 2000 Advanced Server4.64.6_M19.1 TS1M3
Microsoft Windows 2000 Datacenter Server4.64.6_M19.1 TS1M3
Microsoft Windows 2000 Server4.64.6_M19.1 TS1M3
Microsoft Windows 2000 Professional4.64.6_M19.1 TS1M3
Microsoft Windows NT Workstation4.64.6_M19.1 TS1M3
Microsoft Windows Server 2003 Datacenter Edition4.64.6_M19.1 TS1M3
Microsoft Windows Server 2003 Enterprise Edition4.64.6_M19.1 TS1M3
Microsoft Windows Server 2003 Standard Edition4.64.6_M19.1 TS1M3
Microsoft Windows XP Professional4.64.6_M19.1 TS1M3
Windows Vista4.64.6_M19.1 TS1M3
Windows Vista for x644.64.6_M19.1 TS1M3
64-bit Enabled AIX4.64.6_M19.1 TS1M3
64-bit Enabled HP-UX4.64.6_M19.1 TS1M3
64-bit Enabled Solaris4.64.6_M19.1 TS1M3
HP-UX IPF4.64.6_M19.1 TS1M3
Linux4.64.6_M19.1 TS1M3
Linux for x644.64.6_M19.1 TS1M3
Solaris for x644.64.6_M19.1 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.