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Jon Gregory

13 works· latest 2020· 1 institutionscluster: provisional

h-index13

i1013

Citations1,111

Works here13

Most cited in this library

Basket default swaps, CDOs and factor copulas2005 · 260 citations
Counterparty Credit Risk : The new challenge for global financial markets2009 · 155 citations
Being Two-Faced Over Counterparty Credit Risk2009 · 114 citations
Counterparty Credit Risk and Credit Value Adjustment2012 · 101 citations
Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets2012 · 75 citations

Works

13 shown

The xVA Challenge

Wiley eBooks·2020·1 author·book

41citations

The Past, Present, and Future of xVA

Wilmott·2016·1 author

55citations

The Xva Challenge: Counterparty Credit Risk, Funding, Collateral and Capital

·2015·1 author

39citations

The xVA Challenge

Wiley eBooks·2015·1 author·book

58citations

Central Counterparties

Wiley eBooks·2014·1 author·book

72citations

Counterparty Credit Risk and Credit Value Adjustment

Wiley eBooks·2012·1 author·book

101citations

Counterparty Credit Risk and Credit Value Adjustment: A Continuing Challenge for Global Financial Markets

·2012·1 author

75citations

Counterparty Credit Risk

·2010·1 author·book

40citations

Being Two-Faced Over Counterparty Credit Risk

SSRN Electronic Journal·2009·1 author·preprint·Open access

114citations

Counterparty Credit Risk : The new challenge for global financial markets

·2009·1 author

155citations

Basket default swaps, CDOs and factor copulas

The Journal of Risk·2005·2 authors

260citations

Credit Derivatives: The Definitive Guide

·2003·1 author

27citations

Credit: The Complete Guide to Pricing, Hedging and Risk Management

·2001·2 authors·other

74citations