Jon Gregory
Review of 2024: as markets took a breather, firms switched focus
In the absence of major crises and rules deadlines, financial firms revamped strategy, services and practices
Cutting Edge: the year of CVA
The year of CVA
Getting CVA up and running
Getting CVA up and running
Perverse capital
Perverse capital
Gregory joins Solum Financial
Former BarCap credit quant joins capital markets consultancy
Quant Congress USA: Ban DVA, counterparty risk quant says
Banks should not book paper profits as their own debt quality worsens, the Risk conference heard yesterday
Quant Congress: Gaussian copula "failing dramatically" in pricing CDOs
Gaussian copula distribution models are an overly simplistic and inadequate means of valuing tranches of collateralised debt obligations (CDOs) and other structured products, warned a senior quant yesterday.
Jon Gregory quits Barclays Capital
Jon Gregory, London-based global head of credit quantitative analytics at Barclays Capital, is leaving the firm today.
CPDO ratings scorned at credit risk summit
Rating agencies have come under attack once again for assigning ratings to constant proportion debt obligations (CPDOs), during a panel discussion at Risk’s 2007 Credit Risk Summit Europe in London.
Barclays Capital prises Shelton from Citigroup
David Shelton has quit his position as a director in Citigroup’s global credit derivatives research unit in London, and is to join Barclays Capital.