In SAS Risk and Finance Workbench, the net stable funding ratio (NSFR) and liquidity coverage ratio (LCR) reports might incorrectly show that validation tasks are failing in SAS^® Asset and Liability Management (content release 10.2017) and the EBA Taxonomy 2.6 content release. 

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 Risk and Finance Workbench	Microsoft® Windows® for x64	2.3	3.1	9.4 TS1M4	9.4 TS1M5
		Linux for x64	2.3	3.1	9.4 TS1M4	9.4 TS1M5

* 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 Risk and Finance Workbench 2.3 is available at:

https://tshf.sas.com/techsup/download/hotfix/HF2/A4G.html#61388

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The NSFR and LCR reports can incorrectly show that validation tasks are failing in SAS Asset and Liability Management (content release 10.2017) and the European Banking Administration Taxonomy 2.6 content release.

Type:	Problem Note
Priority:	high
Topic:	Analytics ==> Financial Analysis

Date Modified:	2017-11-14 17:20:49
Date Created:	2017-11-09 18:16:56