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View article: Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk
Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk Open
Reinsurance counterparty credit risk (RCCR) is the risk of a loss arising from the fact that a reinsurance company is unable to fulfill her contractual obligations towards the ceding insurer. RCCR is an important risk category for insuranc…