Problem Note 54472: A new CCF treatment is needed for calculating the leverage ratio for the LR4 report
In SAS® Credit Risk Management for Banking, a new Credit Conversion Factor (CCF) treatment is needed to calculate the leverage ratio for the Leverage Ratio 4 (LR-4) report. The CCFs that are used in the leverage ratio calculation might differ slightly from those that are used for Exposure at Default or Risk Weighted Asset (EAD/RWA) calculations. There are no warnings or errors.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| 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 |
*
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.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis
|
| Date Modified: | 2015-03-10 12:12:26 |
| Date Created: | 2014-10-28 18:26:59 |
