Problem Note 54587: Volatility adjustments are not calculated correctly for repurchase agreement (repo)
In SAS® Credit Risk Management for Banking, the volatility adjustments for repurchase agreements (repos) are not calculated correctly. 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 | Solaris for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled Solaris | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled AIX | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows Vista for x64 | 4.8 | | 9.3 TS1M2 | |
| Windows Vista | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Ultimate x64 | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Ultimate 32 bit | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Professional x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Professional 32 bit | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Home Premium x64 | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Home Premium 32 bit | 4.8 | | 9.3 TS1M2 | |
| Windows 7 Enterprise x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Enterprise 32 bit | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows XP Professional | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2012 Std | 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 R2 Datacenter | 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 2008 for x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 R2 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 for x64 | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 Standard Edition | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 Enterprise Edition | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 Datacenter Edition | 4.8 | | 9.3 TS1M2 | |
| Microsoft Windows 8.1 Pro 32-bit | 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 Enterprise 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 Pro 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 Enterprise x64 | 4.8 | 5.2 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows 8 Enterprise 32-bit | 4.8 | | 9.3 TS1M2 | |
| Microsoft® Windows® 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: | 2015-03-09 09:21:38 |
| Date Created: | 2014-11-10 17:30:48 |
