SAS Credit Risk Management for Banking 4.8 requires a hot fix to both itself and to SAS^® Detail Data Store for Banking. The hot fix is needed for updated compliance with regulatory calculations for both Standardized (STD) and Internal Ratings Based (IRB) approaches. Compliance is according to the European Basel III rules (Capital Requirements Directive-IV, CRD-IV, and its legal form Capital Requirements Regulation, CRR). The updates are related to the following regulatory revisions:

• CRD-IV/CRR Package released on June 26th, 2013
• New COREP Templates released on October 21st, 2013

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

For more information about the regulatory updates contained in this hot fix, see the SAS Credit Risk Management for Banking documentation at support.sas.com.

Operating System and Release Information

A fix for this issue for SAS Detail Data Store for Banking 4.7 is available at:

A fix for this issue for SAS Credit Risk Management for Banking 4.8 is available at: