Andrew Green

XVA expert

Andrew Green is an XVA expert with over 25 years of experience in quantitative finance. He is the author of XVA: Credit, Funding and Capital Valuation Adjustments and has co-authored a number of papers on XVA. He has worked on XVA models at a number of different banks. Andrew holds a BA and DPhil in physics from the University of Oxford and part III of the mathematics tripos from the University of Cambridge.

Follow Andrew

Book contributions by Andrew Green

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here