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 Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Credit Scoring for Banking | Microsoft Windows 8 Enterprise 32-bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 |
| Microsoft Windows 8 Enterprise x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Enterprise x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Home Premium x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Professional 32 bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Professional x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Ultimate x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| 64-bit Enabled AIX | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| 64-bit Enabled Solaris | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| HP-UX IPF | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Linux | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Linux for x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
| Solaris for x64 | 5.2 | 5.3 | 9.3 TS1M2 | 9.4 TS1M2 | ||
A fix for this issue for SAS Credit Scoring for Banking 5.2 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/M14.html#52095| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2014-01-17 14:41:56 |
| Date Created: | 2014-01-16 01:49:58 |