I do not know of a report but you could try:
In SE16, select table AGR_1251
Enter your role selection in AGR_NAME
In the 'low' field value (don't know exactly what it's called and no system right now) go to the special selection screen and enter * in the "exclude single value" tab.
Roles with yellow traffic lights are those with empty fields in the auths.
To find red traffic lights (empty org values) do the same with table AGR_1252
Jurjen
