SUPPORT / SAMPLES & SAS NOTES
Problem Note 52986: The PD Stress Test fails with error "Portfolio file "All_Reg_regulatory" cannot be located" in SAS® Credit Risk Management for Banking
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The following error message might occur in the SAS log when you run the PD Stress Test analysis task in SAS Credit Risk Management for Banking:
ERROR: Portfolio file "All_Reg_regulatory" cannot be located.
This error is known to occur when you perform the following sequence of steps:
- You run the Capital Calculations analysis task with the Write results to risk repository parameter set to YES and the remaining parameters set to their default values.
- You run the FX Stress Test and PD Stress Test analysis tasks together in a single run with the Run previous steps before running this analysis parameter set to NO and the remaining parameters set to their default values.
You can either circumvent the problem or download a hot fix.
To circumvent the problem, modify the sequence listed previously or do not set the Run previous steps before running this analysis parameter to NO when you run the FX Stress Test and PD Stress Test analysis tasks together in a single run. Each of the following scenarios are examples of how you can re-run the FX Stress Test and PD Stress Test analyses without encountering the problem:
- Scenario 1: Run the Capital Calculations analysis task with the Write results to risk repository parameter set to YES. Then run the FX Stress Test and PD Stress Test analysis tasks together in a single run with each parameter set to its default value (including setting the Run previous steps before running this analysis parameter to YES).
- Scenario 2: Run the Capital Calculations analysis task with Write results to risk repository parameter set to YES. Then run only the FX Stress Test with the Run previous steps before running this analysis parameter set to NO and the remaining parameters set to their default values.
- Scenario 3: Run the Capital Calculations analysis task with Write results to risk repository parameter set to YES. Then run only the FX Stress Test with the Run previous steps before running this analysis parameter set to YES and the remaining parameters set to their default values.
- Scenario 4: Run the Capital Calculations analysis task with Write results to risk repository parameter set to YES. Then run only the PD Stress Test with the Run previous steps before running this analysis parameter set to NO and the remaining parameters set to their default values.
- Scenario 5: Run the Capital Calculations analysis task with Write results to risk repository parameter set to YES Then run only the PD Stress Test with the Run previous steps before running this analysis parameter set to YES and the remaining parameters set to their default values.
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 Risk Management for Banking | Microsoft® Windows® for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 |
| Microsoft Windows 8 Enterprise 32-bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Enterprise x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Solaris for x64 | 4.8 | 4.8 | 9.3 TS1M2 | 9.3 TS1M2 | ||