Roll-rate matrix from monthly loan status
Drop in one row per loan per month with its days past due. The file is read in your browser and never uploaded.
Your file
These are generated demo loans. Drop in your own monthly status file.
The file is read in this browser and nothing is uploaded.
Count or balance Months usedForward roll chain
If this window's rolls held, 0.54% of current loans would reach 90 or more days past due, about one in 185. This is not a forecast.
Roll trend
Roll-rate matrix
| This month ↓ · Next month → | Current | 1-29 | 30-59 | 60-89 | 90+ | Out of file | Loan-months |
|---|---|---|---|---|---|---|---|
| Current | 94.5% | 3.4% | 0.0% | 0.0% | 0.0% | 2.1% | 35,715 |
| 1-29 | 40.1% | 18.0% | 40.0% | 0.0% | 0.0% | 1.8% | 1,461 |
| 30-59 | 9.0% | 9.5% | 20.1% | 59.9% | 0.0% | 1.5% | 675 |
| 60-89 | 3.2% | 1.3% | 4.2% | 24.8% | 65.5% | 1.1% | 476 |
| 90+ | 2.4% | 0.0% | 0.0% | 2.4% | 85.1% | 10.0% | 899 |
Get the roll rates by email
When a roll starts rising, the next step is changing the credit or collections decision that feeds it, and testing the change on past applications first. Start free
How rates are calculated
Roll-rate matrix = Loans moving to another state ÷ Loan-months Current loans to 90+ = (Current → 1-29) × (1-29 → 30-59) × (30-59 → 60-89) × (60-89 → 90+)
A move is counted only between two consecutive months that both appear in the file. A loan missing from the next month counts as out of the file.
Roll rates from monthly loan data
A roll rate shows how loans move from one past-due bucket to another in the next month. The matrix uses one row per loan per month, with days past due or a bucket label and an optional balance.
Rising rolls can show worsening delinquency before losses appear. Use the result to review the credit or collections decision that feeds the loans and test a change on past applications.
Roll-rate questions
What is a roll rate?
A roll rate is the share of loans that move from one past-due bucket to another in the next month. The tool shows these moves in a roll-rate matrix.
How do you build a roll-rate matrix from monthly loan data?
Use one row per loan per month with a loan id, month and days past due or a bucket label. The matrix groups each loan by its bucket this month and its bucket next month, using count or balance.
What is a cure rate?
A cure rate is the share of loans in a past-due bucket that move back to current in the next month. The tool calculates a cure rate for each past-due bucket.
How do you estimate current loans reaching 90 days past due?
Multiply the forward roll rates from current through the past-due buckets up to 90 or more days past due. The result uses the selected window's rolls and is not a forecast.
What happens when a loan is missing from the next month?
A loan missing from the next month is counted as out of the file. A move is counted only between consecutive months that both appear in the file.