This course covers Liquidity Deterioration Early Detection, which involves identifying early signs of declining liquidity in pledged securities within the Loan Against Shares (LAS) Credit workflow to support timely intervention, exposure control, and margin risk management. It evaluates key dimensions such as price, liquidity risks, management of credit against listed securities, and margin maintenance, with each requiring independent validation and documented rationale before any credit action is finalized. It is distinct from related credit management processes, as it focuses specifically on structured identification, monitoring, and breach response related to emerging liquidity deterioration risks, while broader credit management processes address wider strategic and operational considerations with separate evidence standards, ownership, and approval authority. Within LAS Monitoring, Alerts & Surveillance, the credit manager validates team-level analysis, approves case recommendations, and manages segment-level exposure, shaping escalation scope and credit committee priorities.