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Jon Gregory

Jon Gregory is an independent expert in the area of counterparty credit 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. Jon is the author of several books and articles, including “Central Counterparties: Mandatory Central Clearing and Bilateral Margin Requirements for OTC Derivatives” (2014, Wiley), “Counterparty Credit Risk, the new challenge for global financial markets” (2009, Wiley) which is now in its third edition, and “Credit Derivatives: The Definitive Guide” (2003, Risk). Jon is Senior Advisor at Solum Financial Derivatives Advisory, and is a faculty member at London Financial Studies and also for the Certificate of Quantitative Finance (CQF). He holds a BSc from the University of Bristol and a PhD from Cambridge University.