Unable to create a new Certificate Signing Request

I deleted all my certificates and private keys, because I want to do totally fresh install. Now I cannot create CSR because I get error

The user name or passphrase entered is not correct

Steps which I've done:

Open Keychain Access.
On the drop down menu clicked Keychain Access → Certificate assistant → Request a Certificate from a Certificate Authority
Entered apple id email address and my name, checked Save to disk, checked "Save the CSR on desktop", clicked continue

Then the error appears:

The user name or passphrase entered is not correct

Solution

Answer is simply stupid... Just restart your OS X. I don't know why, it looks like that operation system needs to rebuild some data after doing scenario from this question