This course covers Borrower Concentration Risk in LAS, which involves assessing exposure concentration to individual borrowers within Loan Against Shares (LAS) Credit workflows. It focuses on identifying risks arising from excessive exposure to single borrowers or connected borrower groups whose financial deterioration, concentrated pledged holdings, or liquidity stress could materially impact portfolio stability and collateral recovery outcomes. The course evaluates key dimensions such as LTV monitoring, margin control, exposure management, and concentration limit oversight, with each requiring independent validation and documented rationale before any credit action is finalized. It is distinct from broader portfolio diversification strategies, as it focuses on borrower-level concentration assessment, exposure containment controls, and LAS-specific collateral-backed risk governance frameworks, rather than enterprise-wide diversification or strategic portfolio allocation approaches. Within LTV, Margin & Exposure Control, the credit manager validates team-level analysis, approves case recommendations, and manages segment-level exposure within Loan Against Shares (LAS) Credit, shaping escalation scope and credit committee priorities.