2541508 - Error when trying to access BW system using SSO

When trying to access a BW system using SSO in Analysis for Office, the errors below occur:

Single Sign On failed. (...)
LOCATION CPIC (TCP/IP) on local host XXX with Unicode (...)

The traces contain entries similar to the following:

------------------------------------------------------------------------------
LOCATION    CPIC (TCP/IP) on local host (...) with Unicode
ERROR       SncPDLInit()==SNCERR_INIT
            Unable to load GSS-API DLL
                    named "(...)"
TIME Mon    (...)
RELEASE     (...)
COMPONENT   SNC (Secure Network Communication)
VERSION     6
RC          -1
MODULE      sncxxdl.c
LINE        462
DETAIL      LoadLibrary("...")
              Error (...) = "(...)"
SYSTEM CALL LoadLibrary
COUNTER     (...)
------------------------------------------------------------------------------

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• SAP Analysis for Microsoft Office
• SAP Analysis for Microsoft Office, edition for SAP Analytics Cloud

SSO, single sign on, logon, login, error, exception, client , KBA , BI-RA-AO-XLA , Excel Addin , Problem