Gregory joins Solum Financial

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Jon Gregory, a Guildford-based independent consultant and former global head of credit quantitative analytics at Barclays Capital, has joined London-based capital markets consultancy Solum Financial.

Gregory specialises in counterparty risk issues, having written a book on the subject since leaving Barclays Capital in May 2008. Over the years, he has authored a number of technical papers in Risk on subjects including the problem of debt valuation adjustment and leveraged super-senior tranches.

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