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Jon Gregory

photo Jon Gregory

Dr Jon Gregory is an independent expert specializing in counterparty risk and xVA related projects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup. He is also a senior advisor at Solum Financial Derivatives Advisory.

Jon is author of the books “The xVA Challenge: Counterparty Credit Risk, Funding, Collateral, and Capital” (now in its third edition) and “Central Counterparties: The Impact of Mandatory Clearing and Bilateral Margin Requirements on OTC Derivatives”, both published by Wiley Finance.

Jon holds a PhD from Cambridge University.


Wiley Finance Published Author.

Teaches:


Valuation Adjustments: The XVA Challenge (Singapore Time Zone)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (Singapore Time Zone)
Bilateral Margin Requirements, ISDA SIMM, and Central Clearing (New York Time Zone)
Valuation Adjustments: The XVA Challenge (New York Time Zone)
Valuation Adjustments: The XVA Challenge (London Time Zone)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (London Time Zone)