Coherent perfect absorption is one of the possibilities to get high absorption but typically suffers from being a resonant phenomena, i.e., efficient absorption only in a local frequency range. Additionally, if applied in high power applications, the understanding of the interplay of non-linearities and coherent perfect absorption is crucial. Here we show experimentally and theoretically the formation of non-linear coherent perfect absorption in the proximity of exceptional point degeneracies of the zeros of the scattering function. Using a microwave platform, consisting of a lossy nonlinear resonator coupled to two interrogating antennas, we show that a coherent incident excitation can trigger a self-induced perfect absorption once its intensity exceeds a critical value. Note, that a (near) perfect absorption persists for a broad-band frequency range around the nonlinear coherent perfect absorption condition. Its origin is traced to a quartic behavior that the absorbance spectrum acquires in the proximity of the exceptional points of the nonlinear scattering operator.