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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:


Bilateral Margin Requirements, ISDA SIMM, and Central Clearing (New York)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding, and Capital (New York)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital (London)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital (Singapore)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (Singapore)
The xVA Challenge: Counterparty Risk, Collateral, Funding and Capital (Frankfurt)
Bilateral Margin Requirements, ISDA SIMM and Central Clearing (London)
The xVA Challenge: Counterparty Credit Risk, Collateral, Funding and Capital (Sydney)