Problem Note 55057: Capital Calculation fails for CRD4 in Master Mode for "By Rank"
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In SAS® Credit Risk Management for Banking, the Capital Calculation fails for CRD4 in Master Mode for "By Rank."
Errors like the following might occur:
ERROR: The variable "IRB_PRODUCT_CL" was not found for the instrument type "REGULATORY_EXP"
for the portfolio data source "All_exp_capital_regulatory". ERROR 79-322: Expecting a LENGTH. ERROR 76-322: Syntax error, statement will be ignored. ERROR: Column EXP_ID could not be found in the table/view identified with the correlation name A. ERROR: Column CRM_ID could not be found in the table/view identified with the correlation name A. ERROR: File WORK.ALLPRICE_V.DATA does not exist. ERROR: File WORK.ALLPRICE_P.DATA does not exist. ERROR: File WORK.COVERED.DATA does not exist. ERROR: The variable EXPOSURE_RANK in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_ID in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_TYPE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_VALUE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable RW_CRM in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_RANK in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_SUBTYPE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: Variable CRM_ID not found. ERROR: The following columns were not found in the contributing tables: EXP_ID. ERROR: Variable EXP_ID not found. ERROR: File WORK._EXP_ID_1_2.DATA does not exist. ERROR: Variable EXP_ID not found.
for the portfolio data source "All_exp_capital_regulatory". ERROR 79-322: Expecting a LENGTH. ERROR 76-322: Syntax error, statement will be ignored. ERROR: Column EXP_ID could not be found in the table/view identified with the correlation name A. ERROR: Column CRM_ID could not be found in the table/view identified with the correlation name A. ERROR: File WORK.ALLPRICE_V.DATA does not exist. ERROR: File WORK.ALLPRICE_P.DATA does not exist. ERROR: File WORK.COVERED.DATA does not exist. ERROR: The variable EXPOSURE_RANK in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_ID in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_TYPE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_VALUE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable RW_CRM in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_RANK in the DROP, KEEP, or RENAME list has never been referenced. ERROR: The variable CRM_SUBTYPE in the DROP, KEEP, or RENAME list has never been referenced. ERROR: Variable CRM_ID not found. ERROR: The following columns were not found in the contributing tables: EXP_ID. ERROR: Variable EXP_ID not found. ERROR: File WORK._EXP_ID_1_2.DATA does not exist. ERROR: Variable EXP_ID not found.
There is no workaround.
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#55057| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2015-03-26 15:00:38 |
| Date Created: | 2015-01-22 14:57:11 |