course detail

CPPI NOTE

CPPI
Courses Info

Professional Financial Development Certification

In a CPPI product, the investment portfolio is dynamically re-balanced according to a prescribed recipe. A CPPI note is structured to have maximal exposure to the risky asset subject to the requirement of capital protection.

Objectives
  • Encounter the concepts of floor value, cushion, crash size and multiplier that are used in the re-balancing of the investment portfolio on a regular basis.
  • Know the similarities and differences between classical capital protected notes and CPPI notes.