Problem Note 55049: Capital Requirements Directive-IV (CRD4) reports might generate "ERROR: No matching regulatory report project was found."
In SAS® Credit Risk Management for Banking, the following Capital Requirements Directive-IV (CRD4) reports might generate errors when you specify REGPROJECTNAME=ALL and APPROACH=STD:
- Large Exposures 1 (LE1)
- Equity Exposures: IRB Approach to Capital Requirements (CR EQ IRB)
- Securitizations: IRB Approach to Own Funds Requirements (CR SEC IRB)
The errors are generated if the analysis results do not generate appropriate data required for the reports. The error handling should indicate whether reports are not for use with the specified approach.
The following errors are generated for Equity Exposures: IRB Approach to Capital Requirements (CR EQ IRB) reports:
ERROR: No equities are subject to the constraints of the PD/LGD approach. ERROR: No equities are subject to the constraints of the IRB_RW_SIMPLE approach. ERROR: No equities are subject to the constraints of the Internal Models approach. ERROR: No matching regulatory report project was found. ERROR: File WORK.EQU_PART.DATA does not exist. ERROR: Attempt to %GLOBAL a name (EQU_TYPE) which exists in a local environment.
The following errors are generated for Securitizations: IRB Approach to Own Funds Requirements (CR SEC IRB) reports:
ERROR:(MACRO attrn) Data set _plib_.CAPITAL_CRSEC_IRB_CRD4 can not be opened due to the following reason. ERROR: No matching regulatory report project was found.
The following errors are generated for Large Exposures 1 (LE1) reports:
ERROR: No matching regulatory report project was found.
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: | 2020-03-11 16:06:15 |
Date Created: | 2015-01-22 10:44:32 |