When executing an HCOSS SQLCLR COBOL Stored Procedure which contains a COBOL XML GENERATE statement, gets error:

Msg 6522, Level 16, State 1, Procedure dbo.XXXXXXXX, Line 0 [Batch Start Line 2]
A .NET Framework error occurred during execution of user-defined routine or aggregate "XXXXXXXX":
System.Security.SecurityException: Request failed.
System.Security.SecurityException:
at System.RuntimeMethodHandle.PerformSecurityCheck(Object obj, RuntimeMethodHandleInternal method, RuntimeType parent, UInt32 invocationFlags)
at System.RuntimeMethodHandle.PerformSecurityCheck(Object obj, IRuntimeMethodInfo method, RuntimeType parent, UInt32 invocationFlags)
at System.Reflection.RuntimeConstructorInfo.Invoke(BindingFlags invokeAttr, Binder binder, Object[] parameters, CultureInfo culture)
at MicroFocus.COBOL.Program.Control.Load(RuntimeTypeHandle rth, RunUnit runUnit)
at MicroFocus.COBOL.Program.Control.Load(RuntimeTypeHandle rth, IObjectControl pgInstance)
at XXXXXXXX.XXXXXXXX(Reference IN-SERVICEBUREAUNR, Reference IN-JOBNR, Reference IN-HOVEDJOBNR, Reference IN-SLUT-TS, Reference IN-AFBRYD-TS, Reference OUT-RETURKODE)
at XXXXXXXX_CLASS.XXXXXXXX(String lkSERVICEBUREAUNR, Decimal lkJOBNR, Decimal lkHOVEDJOBNR, String lkSLUTTS, String lkAFBRYDTS, Decimal& lkRETURKODE)

Full article: https://portal.microfocus.com/s/article/KM000016786