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Problem Note 52095: SAS® Credit Scoring for Banking jobs that calculate PD produce incorrect values

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In SAS Credit Scoring for Banking, jobs that calculate PD produce incorrect values. In the case of pooling while computing assigned_pd for a long run, the value is incorrectly computed as sum(actual_good_bad) for a given pool_seq for the latest date.

Instead, the software should first calculate sum(actual_good_bad)for each pool and date. The value is then the maximum of those sums across the dates for a given pool.

There are no errors or warnings to indicate a problem. There is no workaround.

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



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Credit Scoring for BankingMicrosoft Windows 8 Enterprise 32-bit5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8 Enterprise x645.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8 Pro 32-bit5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8 Pro x645.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise 32-bit5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise x645.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro 32-bit5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Datacenter5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Datacenter5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Std5.25.39.3 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Std5.25.39.3 TS1M29.4 TS1M2
Windows 7 Enterprise 32 bit5.25.39.3 TS1M29.4 TS1M2
Windows 7 Enterprise x645.25.39.3 TS1M29.4 TS1M2
Windows 7 Home Premium 32 bit5.25.39.3 TS1M29.4 TS1M2
Windows 7 Home Premium x645.25.39.3 TS1M29.4 TS1M2
Windows 7 Professional 32 bit5.25.39.3 TS1M29.4 TS1M2
Windows 7 Professional x645.25.39.3 TS1M29.4 TS1M2
Windows 7 Ultimate 32 bit5.25.39.3 TS1M29.4 TS1M2
Windows 7 Ultimate x645.25.39.3 TS1M29.4 TS1M2
64-bit Enabled AIX5.25.39.3 TS1M29.4 TS1M2
64-bit Enabled Solaris5.25.39.3 TS1M29.4 TS1M2
HP-UX IPF5.25.39.3 TS1M29.4 TS1M2
Linux5.25.39.3 TS1M29.4 TS1M2
Linux for x645.25.39.3 TS1M29.4 TS1M2
Solaris for x645.25.39.3 TS1M29.4 TS1M2
* 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.