In a CPPI product, the investment portfolio is dynamically rebalanced 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. In this course, we will take a look at CPPI strategy, including how it works and its difference from classical capital protected notes.

By the of this module, you will:
- Understand how CPPI works.
- Know the similarities and differences between classical capital protected notes and CPPI notes.