O-F Training and Consulting
Jon Gregory is a financial consultant specialising in:
- Counterparty credit risk
- Credit value adjustment (CVA)
- Credit derivatives and structured finance
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NEWS
15 June 2011 - "Managing CVA", Presentation at ICBI RiskMinds conference in Boston. Details
12 April 2011 - "Hedging CVA", Presentation at ICBI Global Derivatives in Paris. Details
10 January 2011 - "Calculating counterparty exposures for CVA", Presentation at Infoline Conference in London. Details
31 October 2010 - "Challenges in managing counterparty credit risk", Presentation at Credit Risk Summit in London. Details
24th September 2010 - "Gaining from your own default: the strange case of DVA", Presentation at WBS conference in Madrid. Details
14th September 2010 - "Counterparty Casino: The need to address a systemic risk", Regulatory paper. Details
29th July 2010 - "Towards active management of Counterparty Credit Risk with CVA" white paper written with Algorithmics. Details
14th July 2010 - "Gaining from your own default" presentation. Details
22nd May 2010 - "Are we building the foundations for the next crisis already? The case of central clearing". Details
6th May 2010 - "Pricing counterparty risk in today's market: current practices". Details
18th February 2010 - "Getting up to speed on counterparty risk and CVA" in-house courses for financial institutions. Details
6th February 2010 - "The pros and cons of centralised clearing" presentation. Details
18th December 2009 - "The evolution of counterparty credit risk - an insider's view" white paper with Quantifi. Details
10th December 2009 - "Credit value adjustment and the changing environment for pricing and managing counterparty risk" white paper written with Algorithmics. Details
4th December 2009 - New book -"Counterparty Credit Risk - The New Challenge for Global Financial Markets" is now published. Details
11th October 2009 - "Gaining from your own default - counterparty credit risk and DVA"
article written with Intedelta. Details