Dr Jon GregoryDR JON GREGORY specialises in counterparty risk and xVA related consulting and advisory projects. He covers all topics related to xVA such as the treatment of CVA/DVA/FVA, initial margin requirements and central clearing (MVA and SIMM).

He runs public in-house training in many countries. Details of bespoke in-house training can be found here and a list of public training courses is here.

Jon is also available to discuss advisory projects, either working directly or via third parties.

Read more about Jon or contact him via the contact page.

Jon is author of the books The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital and Central Counterparties: Mandatory Central Clearing and Bilateral Margin Requirements for OTC Derivatives.

Latest editions


The Fourth release of the xVA Challenge is now available.

xVA ChallengeAvailable from Amazon UK or Wiley.

And in the US from Amazon.com.






Central Counterparties

Counterparty risk and xVA Consulting and Training | Central Counterparties