Sometimes an error message will contain a errno2 value. E.g.
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$ rm *
CWD cmd failed : EDC5111I Permission denied. (errno2=0xEF076015)
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You can look up it up using the bpxmtext command either as a TSO command or a USS shell command. E.g.
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$ bpxmtext EF076015
zFS Fri May 4 09:35:10 EDT 2012
Description: SAF CKACC returned error.
Action: The user did not have the correct permission on the object for the operation requested. Change the permissions on the object or have a user that is authorized execute the operation.
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