| M33004 for Linux |
| SAS Credit Risk Management for Banking 4.8 |
| Issue(s) Addressed: | Introduced: |
| 52433 | ALERT - SAS® Credit Risk Management for Banking requires a hot fix for updated compliance with CRD-IV/CRR and COREP templates |
M33001 |
| 52986 | The PD Stress Test fails with error "Portfolio file "All_Reg_regulatory" cannot be located" in SAS® Credit Risk Management for Banking |
M33001 |
| 54367 | Preparing LE reports results in "ERROR: The length of the value of the macro variable LE_CPTY_ALL (value) exceeds the maximum length 65534" |
M33001 |
| 54790 | Credit quality steps (CQS) reporting at inception do not match regulatory reporting |
M33001 |
| 53784 | CRSA report Memorandum Items Not Handled Correctly - "NOTE: The SAS System stopped processing this step because of errors." |
M33001 |
| 53174 | Russian and German localization updates are available for SAS® Credit Risk Management for Banking 4.8 |
M33002 |
| 53898 | Capital requirements deduction for credit risk on exposures to SMEs - there is no 1.5 million check for total SME exposures |
M33002 |
| 54280 | The "Exposures with Ineligible CRMs" column of the diagnostic report is mislabeled as "Invalid Exposures" |
M33004 |
| 54517 | Regulatory reports in XLS format are generated but not displayed in the GUI when selected |
M33004 |
| 53900 | Slow performance when preparing obligor data for reports |
M33004 |
| 54170 | Risk weight (RW) breakdown in the COREP CR SA report can be incorrect when collateral is used |
M33004 |
| 54171 | CRSA Report row 040 not correctly populated |
M33004 |
| 54245 | Using a standard approach for special CCF treatment results in "WARNING: 'STD_CCF_REC_REVOLVING' passed to PMXELEM is not a valid row or column name." |
M33004 |
| 54262 | Creation of MAP_CQS_EXT_RATING values fails with "ERROR: File RD_MAP.MAP_CQS_EXT_RATING.DATA does not exist." |
M33004 |
| 54284 | If the unsecured part of a mortgage exceeds 1 million, the counterparty is still treated as "Retail" but it should be "Corporate" |
M33004 |
| 54285 | Counterparty class is incorrectly treated as "Retail" instead of "Corporate" for unidentified counterparties of exposures greater than 1 million euros |
M33004 |
| 54286 | LE4 and LE5 reports are not run if the entity is not "Main" |
M33004 |
| 54287 | Eligible capital is incorrectly calculated for the Large Exposure (LE) reports |
M33004 |
| 54288 | The country codes are not displayed as two-letter ISO 3166-1 alpha-2 codes, but they should be |
M33004 |
| 54289 | Large Exposure 5 (LE5) report contains incorrect counterparty column information |
M33004 |
| 54296 | CR SA report is incorrect for an exposure that is secured by a residential mortgage, if the CRM is invalidated |
M33004 |
| 54297 | Large Exposure 1 (LE1) report data are not written in the risk reporting repository and the report is overwritten in subsequent runs |
M33004 |
| 54309 | EQUITY approach of IRB_PD_LGD with defaulted exposures fails with "ERROR: An illegal argument is used in the function call in function 'PROBIT'" |
M33004 |
| 54316 | If IRBF exposures are split into secured and unsecured parts and they have multiple CRMs, the resulting risk weights (RWs) might be incorrect |
M33004 |
| 54338 | Counterparty code "301" determines securitization approach when it should be determined by STD or IRB and product class or subclass |
M33004 |
| 54341 | The values in the Large Exposure (LE) Reports 1, 2, and 3 are displayed incorrectly when you specify the option to run all regulatory reports |
M33004 |
| 54354 | Article 274, 2c is not applied properly and the resulting residual maturity terms are incorrect |
M33004 |
| 54360 | The MAP_MAT_BUCKETS_REGRPT and MAP_INVESTMENT_FIRM_TYPE tables have invalid data for the variables VALID_FROM_DTTM and VALID_TO_DTTM |
M33004 |
| 54365 | The specific_provision value is not subtracted from EAD in BY_RANK and OPTIMAL CRM allocation runs |
M33004 |
| 54379 | In the collateral case under the Foundation Internal Ratings-Based (IRBF) approach, LGD_EFF is calculated incorrectly |
M33004 |
| 54425 | The risk-weighting logic for in-default exposures that are secured by immovable property is incorrect |
M33004 |
| 54433 | Labels for Large Exposure (LE) reports are hardcoded in English |
M33004 |
| 54435 | Aggregation fails for obligor grades when the credit risk mitigant counterparty is not the same as the exposure counterparty |
M33004 |
| 54436 | Some Internal Ratings-Based (IRB) reports are generated when the approach specified is Standardized (STD) |
M33004 |
| 54471 | Exposure values might be incorrect for single or multiple mortgage exposures that are secured by multiple immovable properties |
M33004 |
| 54472 | A new CCF treatment is needed for calculating the leverage ratio for the LR4 report |
M33004 |
| 54474 | Capital calculations fail with "ERROR: Lock on 'RD_ROOT.STP_EXECUTION_MASTER.DATA' unavailable." |
M33004 |
| 54477 | Missing exposure IDs (EXP_ID) occur in the data set CRM_Allocation_Optimal_Detail |
M33004 |
| 54498 | The calculation of CVA capital charges might be incorrect |
M33004 |
| 54533 | Exposures in default for lines C20-C70 of CR GB report 1 sheet that should be empty are filled in |
M33004 |
| 54534 | Implementation of the 010 and 020 columns and the variable groupings of the Large Exposure 3 (LE3) report are incorrect |
M33004 |
| 54538 | Values in the Sector of the Counterparty column (column 050) of LE1 reports are unformatted |
M33004 |
| 54558 | Refreshing regulatory report data when APPROACH=STD results in "ERROR: No equities are subject to the constraints of the PD/LGD approach." |
M33004 |
| 54573 | Property collateral should be ineligible for special lending (SL) exposures because PD can be calculated as greater than 100% |
M33004 |
| 54577 | Large exposure (LE1) report does not report all counterparties under LE2 and LE3 |
M33004 |
| 54587 | Volatility adjustments are not calculated correctly for repurchase agreement (repo) |
M33004 |
| 54602 | The "Refresh Regulatory Report Data" task fails with "ERROR: File WORK.LE_COUNTERPARTY_RK_LIST.DATA does not exist." |
M33004 |
| 54623 | The number of obligors is incorrect for credit and counterparty credit risk reports |
M33004 |
| 54778 | Valuation fails with "ERROR: BY variables are not properly sorted on data set RD_STAGE.ISSUE_ASSET_MART." |
M33004 |
| 54793 | Large exposure (LE) limits report is not generated |
M33004 |
| 54823 | "ERROR: File WORK._CA_DATA_.DATA does not exist." might be generated after you attempt to generate the Capital Adequacy (CA) report |
M33004 |
| 54950 | The Credit Value Adjustment (CAV) Report, the Large Exposure (LE) 2 Report, and the Large Exposure (LE) 3 Report are not using the current template |
M33004 |
| 55045 | Aggregation for Large Exposure (LE) reports incorrectly occurs at the portfolio creation level |
M33004 |
| 55046 | Credit Risk Geographical Breakdown (CR GB) and Standard Approach (CR SA) templates need template updates |
M33004 |
| 55049 | Capital Requirements Directive-IV (CRD4) reports might generate "ERROR: No matching regulatory report project was found." |
M33004 |
| 55057 | Capital Calculation fails for CRD4 in Master Mode for "By Rank" |
M33004 |
NOTE: MANDATORY ACTION REQUIRED PRIOR TO APPLYING THIS HOT FIX. Review installation instructions carefully for information.
NOTE(2): This hot fix requires hot fix N38002 in order to be fully functional..
NOTE(3): This hot fix includes configuration and can NOT be installed using the -silenthotfix option |
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| D indicates that the Documentation has special pre-installation, post-installation or other unique instructions not commonly used for hot fix deployment. |
General Information about Hot Fixes