Wrong-Way Risk Webinar
A free webinar on Wrong-Way Risk Approaches in Counterparty Risk Quantification with Dr Jon Gregory
PRACTICAL APPLICATION
INTELLECTUAL CLARITY
PERSONAL APPROACH
Dr 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 Risk, Funding, Collateral, Capital and Initial Margin” (now in its fourth 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.
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