When you run valuations or calculations in SAS Regulatory Risk Management, the following errors that can appear in the log might be incorrect:

ERROR: The base date of project &proj_name is below the threshold value (&thres_date).
ERROR: The CA report will not include information from &proj_name.
ERROR: Only the financial data exist for the report. No information is available for the IRBA, IRBF, or SA approaches.

The actual issue might be that some regulatory parameters could not be converted to the reporting currency. You can confirm that this is the issue by checking the log for the following note, where x represents the number of regulatory parameters that could not be converted to the reporting currency.

NOTE: The data set RD_CONF.UNCONVERTED_REG_PARMS has x observations and 4 variables.

If x is any value other than zero, then the issue is that the conversion of currency to the reporting currency failed. In this case, to fix this issue, ensure that the quote_fx table in your staging data has an entry to convert the regulatory currency (EUR) to your reporting currency.

Click the Hot Fix tab in this note to access the hot fix for this issue.

After you apply the hot fix, if the currency conversion continues to fail, the log would contain error messages that alert you to the failure.

Operating System and Release Information

A fix for this issue for SAS Regulatory Risk Management Server 5.2 is available at:

A fix for this issue for SAS Detail Data Store for Banking 4.9 is available at: