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Roll Rate Analysis Calculator

Work out roll rate analysis instantly with clear inputs, formula shown and shareable results.

About Roll Rate Analysis Calculator

Roll rate analysis chains the probability of moving from one delinquency bucket to the next. Multiplying the rates gives the share of current balance expected to reach ninety days, which is the basis for forward-looking provisioning.

Formula

Cumulative roll rate

Cumulative = r(0→30) × r(30→60) × r(60→90)

Worked example

With the default values below, Roll Rate Analysis Calculator returns Balance Expected To Reach 90 Days of $1,170,000.00. Change any input above and every figure here is recalculated in your browser.

Inputs used

Balance In The Current Bucketminimum 0
100,000,000
Roll Rate To 30 Daysaccepts 0–100 %
4 %
Roll Rate From 30 To 60 Daysaccepts 0–100 %
45 %
Roll Rate From 60 To 90 Daysaccepts 0–100 %
65 %

Results

Balance Expected To Reach 90 Days
$1,170,000.00
Cumulative Roll Rate To 90 Days
1.1700%
Expected Balance At 30 Days
$4,000,000.00
Expected Balance At 60 Days
$1,800,000.00

Step by step

  1. 1Values used
  2. 2Cumulative roll rate
  3. 3Balance Expected To Reach 90 Days= 1,170,000.00
  4. 4Cumulative Roll Rate To 90 Days= 1.1700
  5. 5Expected Balance At 30 Days= 4,000,000.00
  6. 6Expected Balance At 60 Days= 1,800,000.00

Assumptions and limits

  • The result is derived only from the 4 inputs listed above. Anything not among them is not part of the calculation.
  • In particular, this calculator does not take inflation, tax, fees or charges or compounding frequency into account.
  • Figures are rounded for display to 4 decimal places, so totals built from several rounded parts can differ slightly from the unrounded arithmetic.
  • Figures are estimates based on the inputs given. Bank charges, regulatory minima and market rates change and differ between institutions and jurisdictions. This is not financial advice — confirm with your bank or treasury policy.

How these calculators are built and tested is described on the Methodology page. If a figure looks wrong, please report it.

Figures are estimates based on the inputs given. Bank charges, regulatory minima and market rates change and differ between institutions and jurisdictions. This is not financial advice — confirm with your bank or treasury policy.

Frequently Asked Questions

Why do roll rates rise with bucket age?

Because self-curing borrowers cure early. Those still delinquent at sixty days are far more likely to continue deteriorating.

How are roll rates used in provisioning?

They convert current delinquency into an expected loss estimate ahead of formal impairment.

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