HiI would like to engage a talk about CPPI and CPPI Option: Features, Risk, Evolution, CPPI vs OBPI and Exotics features based on CPPI mechanism.Post your comments in this forum.Thanks

Do you have paper discribing these financial products as I would be interested to know more about these.

Let's throw things on one post and then talk about it:* Features: Crash size, guarantee level, initial equity exposure, Relev/Delev-raging triggers, fixed/floating floor, contingent/non-contingent/leverage fees* Risk: crash risk, vol risk in the way that a too volatile underlying will rebalance too often if the RL/DL triggers are too close, one not vol enough will never rebalance.* Evolution: add contingent coupons, lock in profits to increase the guarantee, target coupon redemption* Exotic features: bond + call on a CPPI to replicate exactly the payoff of the CPPI, best of several CPPI, etc.Pick up one and start asking !