keith carron @keithcarron

Banking, Finance, Commerce. Request a suitability questionnaire Fee: EUR 40.5 / hour. Disclaimer: Not endorsement or finance advice. Ireland Joined August 2013

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keith carron @keithcarron

2 years ago

Should credit card securitizations be targeted to control inflation? We work on #MachineLearning for $BTC $ETH #Crypto investment portfolios. Irish inflation is forecast to drop in June and structured products linked to CPI inflation see reduced price volatility.

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keith carron @keithcarron

2 years ago

#banking We conduct a risk analysis of banks while reviewing .@BIS_org and .@EBA_News. We find Credit Suisse took tail #risk in their final quarter but other banks have in the past, none diverge in 1Q2023. We find that derivatives are sensitive to interest rates. $UBS $JPM

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keith carron @keithcarron

2 years ago

This #technology session we review derivatives and their uses: #pensions, multiple assets, synthetic puts. We illustrate valuation tools for swaptions, basket options, and futures. We also note the valuation methodology. The final forecast for Irish April #Inflation is 7.19%.

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keith carron @keithcarron

2 years ago

Can securitization increase Irish mortgage lending? We find Irish #property may be unattractive to investors as an #inflation hedge. As an alternative we look into corporate debt and enhance our basket losses calculator. Our April forecast of Irish inflation is 9.06%

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keith carron @keithcarron

3 years ago

Happy #StPatrickDay! Lá Fhéile Pádraig Sona! As banks collapse, we read credit publications (CVA), industry codes (FX, Money, Metals), and bank capital (CoCos). We create a calculator for credit value adjustments. We forecast Irish March #inflation at 8.27%, a fall of 0.23%.

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keith carron @keithcarron

3 years ago

We consider the risks of the Turkish earthquake recalling the Barings bank bankruptcy. Optimization #technology may ease bottlenecks for financials. We work on machine learning for robust $BTC #Crypto portfolios. Irish CPI inflation is forecast fall 0.65% to 7.15% in February.

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keith carron @keithcarron

3 years ago

Analysis says short Bitcoin Cash and Litcoin, long Bitcoin $BTC and Ethereum. See collar calculator for floating bonds. Personal #finance software may help manage net worth. A revised forecast for January #inflation increased 0.61% to 7.09%, down 1.11% from December inflation.

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keith carron @keithcarron

3 years ago

We re-train and re-educate using #banking simulations for a happy 2023. We present an $BTC/FX option replication tool. We review R packages for derivatives and credit metrics. We forecast Irish January #inflation at 6.48% and re-price structured products

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keith carron @keithcarron

3 years ago

We delve into Computational #Finance and Financial #Engineering in the final technology session before Christmas. We use R #teaching packages to illustrate Copulaes, Efficient Frontiers, and Garch modelling. Irish inflation is forecast to fall 1.03% to 7.87% in December.

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keith carron @keithcarron

3 years ago

#Finance Irish Nov inflation is forecast at 7.67%, down 1.53% from October. Reverse outperformance certificates down -€2.5. We use strata to value futures and create report. We value asian forwards using asian #options in R. We use quantlib to value deep out of the money call.

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keith carron @keithcarron

3 years ago

#banking Irish inflation is forecast to drop 2% in October to 6.2% from 8.2% in September. We launch a new line of structured products linked to a multi-asset portfolio. We investigate the use of the Black-Litterman model to implement #investment views in a portfolio.

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keith carron @keithcarron

3 years ago

Bhí muid ag forbairt bogearraí dhátheanga chun srian rátaí úis a chruthú as #Gaeilge. We explore software for exchanges and test GPU sorting algorithms. We review computational finance and GPU option pricing. We test #MachineLearning ridge regression, LASSO, and elastic net.

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keith carron @keithcarron

3 years ago

We explore #MachineLearning for real estate finance. Incremental disbursement loans can finance projects. Random numbers give insights into #Bitcoin cashier staffing. A repo calculator provides indicative pricing for repurchase agreements .@euronext_ie.

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keith carron @keithcarron

3 years ago

#Banking .@GoldmanSachs GS Quant toolkit put to the test. .@BarclaysCIB Ireland active in foreign exchange. .@CSschweiz lowers VaR while net income declines. Irish Aug #inflation forecast revised down from 9.84% to 9.21%. Rising EURIBOR re-prices structured products.

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keith carron @keithcarron

3 years ago

Bhí muid ag obair go crua ag aistriú .@ProjectLibre go #Gaeilge. Is bogearraí foinse oscailte é. Banks can publish interest rates online using JSON which a #fintech can then use to value swaps. EURIBOR forecasts Irish Aug inflation at 9.84%. Structured products hedge inflation.

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keith carron @keithcarron

3 years ago

#Finance EURIBOR forecasts 9.17% #inflation in July, credit card data forecasts 10.10%. Reverse outperformance and garantie structured products decrease in price. We test GnuCash for payroll accounting. We create an exotic option calculator and examine CMS coupon put-call parity.

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keith carron @keithcarron

3 years ago

Irish June #inflation is forecast 8.39% to 9.89%. We re-price structured products linked to CPI. We hash the first interest rate swap in the GSMB #blockchain. 10 GlobalCoins are paid for proof-of-risk. We re-price $BTC puts recorded last session using an XML trade book loader.

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keith carron @keithcarron

3 years ago

EURIBOR forecasts Irish #inflation at 8.10% in June, while Credit Card data forecasts 8.80%. Garantie, Sprint, and Reverse Outperformance certificates change price. We quote #Bitcoin options using FX market conventions and add XML $BTC trade recording to conform with industry.

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keith carron @keithcarron

3 years ago

Irish May #inflation is forecast at 7.08 to 7.27 (7.64/8.91 Jun). We re-price structured products. #Bitcoin driven by FED and savings. We review $BTC option sensitivity to interest rates. How should traders hedge bitcoin derivatives? We simulate exposures.

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keith carron @keithcarron

3 years ago

Will inflation hurt welfare? Irish inflation forecasted at 6.99 to 7.17. Do smart contracts trump smart lawyers? GSMB adds smart bonds and tokens, GlobalCoin #cryptocurrency pays for proof-of-risk. Can #banks solve the Irish housing shortage? Structured products draw investors.