This course covers Margin Call Trigger Logic, which involves establishing rules and decision logic governing the initiation of margin calls based on Loan-to-Value (LTV) deterioration, collateral value declines, exposure concentration, and market volatility within Loan Against Shares (LAS) Credit workflows. It focuses on ensuring timely identification of collateral insufficiency and structured borrower notification processes to maintain adequate security coverage and control market-linked credit exposure. 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 early warning detection systems, as it focuses on rule-based margin breach escalation, collateral-driven exposure control, and LAS-specific margin call governance frameworks, rather than enterprise-wide predictive deterioration monitoring or generalized early warning surveillance structures. 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.