Problem Note 54309: EQUITY approach of IRB_PD_LGD with defaulted exposures fails with "ERROR: An illegal argument is used in the function call in function 'PROBIT'"
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In SAS® Credit Risk Management for Banking, if there are defaulted exposures and the EQUITY approach is set to IRB_PD_LGD, then the following error occurs:
ERROR: An illegal argument is used in the function call in function 'PROBIT'.
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 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows 8 Enterprise 32-bit | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows 8 Enterprise x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows 8 Pro 32-bit | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows 8 Pro x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows 8.1 Enterprise x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows 8.1 Pro | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows 8.1 Pro 32-bit | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 4.8 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 R2 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2012 Datacenter | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2012 R2 Std | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2012 Std | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Home Premium x64 | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Professional 32 bit | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Professional x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 4.8 | 9.3 TS1M2 | ||||
| Windows 7 Ultimate x64 | 4.8 | 9.3 TS1M2 | ||||
| Windows Vista | 4.8 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 4.8 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Solaris for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 | ||
A fix for this issue for SAS Credit Risk Management for Banking 4.8 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/M33.html#54309| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2015-03-12 16:17:50 |
| Date Created: | 2014-10-09 15:08:43 |