This course covers Collateral Re-Valuation Triggers, which involves defining the conditions under which pledged collateral must be re-valued within the Loan Against Shares (LAS) Credit workflow to ensure accurate exposure measurement and timely risk management. It evaluates key dimensions such as value, management of credit against listed securities, margin maintenance, and concentration risk, with each requiring independent validation and documented rationale before any credit action is finalized. It is distinct from early warning detection systems, as it focuses specifically on structured identification, assessment, and breach response related to collateral value changes and exposure adjustments, while early warning detection systems address broader predictive monitoring and strategic risk surveillance with separate evidence standards, ownership, and approval authority. Within LAS Collateral Eligibility & Valuation, the credit manager validates team-level analysis, approves case recommendations, and manages segment-level exposure, shaping escalation scope and credit committee priorities.