SAS^® Credit Scoring for Banking enables you to analyze data for a credit facility that is linked to multiple accounts. However, LGD model-monitoring measures for a given scoring run might not be calculated correctly in certain scenarios.

Examples

• EAD for a credit facility when one of the accounts defaults
• EAD for a credit facility when two accounts default on same date
• EAD for a credit facility when two accounts default on different dates
• Default date in ABT variable calculation
• Default date for recovery calculation

There are no errors or warnings. There is no workaround.

Select 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 Server	Microsoft Windows Server 2008	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Microsoft Windows Server 2008 R2	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Microsoft Windows Server 2008 for x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Enterprise 32 bit	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Enterprise x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Home Premium 32 bit	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Home Premium x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Microsoft® Windows® for x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Professional 32 bit	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Professional x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Ultimate 32 bit	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Windows 7 Ultimate x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		64-bit Enabled AIX	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		64-bit Enabled Solaris	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		HP-UX IPF	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Linux	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Linux for x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1
		Solaris for x64	5.1	5.4	9.3 TS1M1	9.4 TS1M1

* 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.

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A fix for this issue for SAS Credit Scoring for Banking 5.3_M1 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/S01.html#54890

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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#54890

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A fix for this issue for SAS Credit Scoring for Banking 5.1 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/I92.html#54890

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In SAS® Credit Scoring for Banking, parameters such as EAD and default date might be incorrect when a credit facility is linked to multiple accounts. As a result, LGD model-monitoring measures for a given scoring run are not calculated correctly.

Type:	Problem Note
Priority:	high

Date Modified:	2014-12-23 08:49:27
Date Created:	2014-12-18 03:39:58