Webinar: Back to Basics: Modelling Cash Flows from a Bond Portfolio using R

Event Type
Web Session

Start time: 12.30 pm

End time: 2.00 pm


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A lot of discussion around the use of R and Python and similar languages assume they are implementing various ML/AI techniques on data. In this talk, we ignore all that, and focus on how to use these libraries to perform mundane tasks common to a lot of actuarial work.

Data munging, manipulation, tidying and linking is an overlooked but vital part of any data-centred work and in this talk we focus on those less glamorous parts of the job. In particular, we will use R and the tidyverse to model out the future cash flows from a sample bond portfolio allowing us to automate this work in the future.


Michael Cooney
Biographical details

Mick Cooney has a background in quantitative finance and has been working in insurance for over seven years. He is one of the co-organisers of the Dublin Data Science meetup group and has been statistically proven to make bad tea.

Deep Dive: This is a Deep Dive Event.