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roll rate

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13:24 Oct 9, 2004
This question was closed without grading. Reason: Answer found elsewhere

English to Polish translations [PRO]
Bus/Financial - Accounting
English term or phrase: roll rate
Rozdział: Credit risk management
Podrozdział: Specific provisions
Paragraf: Portfolios
[..] two alternative methods are used to calculate specific provisions:
-when appropriate empirical information is available, the Group utilises ***roll rate*** methodology (a statistical analysis of historical trends of the probability of default and amount of consequential loss, assessed at each time period for which payments are overdue).
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