xVA Challenge

JON GREGORY, PHD, is an independent expert specialising in counterparty credit risk and related aspects, including CVA, FVA, collateral regulatory capital, initial margin, and central clearing. He is a consultant to the World Bank Group, serves as senior advisor for Solum Financial Derivatives Advisory and is a faculty member for the Certificate of Quantitative Finance. He holds a PhD from Cambridge University and has worked extensively on credit risk aspects at Barclays Capital, BNP Paribas, and Citigroup. Widely acknowledged as a pioneer in the credit area, he runs bespoke training courses and workshops for financial institutions worldwide.