Jon Gregory

About the Author

Jon Gregory is a renowned expert in financial risk management, with over two decades of experience in the derivatives and capital markets industry. He has held senior roles at major financial institutions, including advising on complex counterparty credit risk and collateral management strategies. As an author and educator, Gregory bridges the gap between theoretical finance and practical application, making intricate concepts accessible to professionals and academics alike. His seminal work, The xVA Challenge: Counterparty Credit Risk, Funding, Collateral and Capital (The Wiley Finance Series), has become a cornerstone reference for understanding the evolving landscape of valuation adjustments in modern banking. Through his writings, Gregory continues to influence regulatory frameworks and risk practices worldwide, emphasizing the importance of robust quantitative models in an era of heightened financial volatility.