De Ribera Martin, Francisco de Asis - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 37-59
Roll rates and net flow rates can be seen as the evolution of ageing of accounts receivable and Markov chains. They are … that quite often they are wrongly used as interchangeable concepts, although roll rates track individual accounts across … advantages over roll rates, but a quite important finding for financial institutions and supervisors is that historical flow …
