SUPPORT / SAMPLES & SAS NOTES
 

Support

Problem Note 55049: Capital Requirements Directive-IV (CRD4) reports might generate "ERROR: No matching regulatory report project was found."

DetailsHotfixAboutRate It

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

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Credit Risk Management for BankingMicrosoft® Windows® for x644.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8 Enterprise 32-bit4.89.3 TS1M2
Microsoft Windows 8 Enterprise x644.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8 Pro 32-bit4.89.3 TS1M2
Microsoft Windows 8 Pro x644.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Enterprise 32-bit4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Enterprise x644.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Pro4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows 8.1 Pro 32-bit4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2003 Datacenter Edition4.89.3 TS1M2
Microsoft Windows Server 2003 Enterprise Edition4.89.3 TS1M2
Microsoft Windows Server 2003 Standard Edition4.89.3 TS1M2
Microsoft Windows Server 2003 for x644.89.3 TS1M2
Microsoft Windows Server 20084.89.3 TS1M2
Microsoft Windows Server 2008 R24.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2008 for x644.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 Datacenter4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 R2 Datacenter4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 R2 Std4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows Server 2012 Std4.85.29.3 TS1M29.4 TS1M0
Microsoft Windows XP Professional4.89.3 TS1M2
Windows 7 Enterprise 32 bit4.89.3 TS1M2
Windows 7 Enterprise x644.85.29.3 TS1M29.4 TS1M0
Windows 7 Home Premium 32 bit4.89.3 TS1M2
Windows 7 Home Premium x644.89.3 TS1M2
Windows 7 Professional 32 bit4.89.3 TS1M2
Windows 7 Professional x644.85.29.3 TS1M29.4 TS1M0
Windows 7 Ultimate 32 bit4.89.3 TS1M2
Windows 7 Ultimate x644.89.3 TS1M2
Windows Vista4.89.3 TS1M2
Windows Vista for x644.89.3 TS1M2
64-bit Enabled AIX4.85.29.3 TS1M29.4 TS1M0
64-bit Enabled Solaris4.85.29.3 TS1M29.4 TS1M0
Linux4.85.29.3 TS1M29.4 TS1M0
Linux for x644.85.29.3 TS1M29.4 TS1M0
Solaris for x644.85.29.3 TS1M29.4 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.