This course covers Repeated Restructuring Signals, which involves assessing recurring loan restructuring events and related borrower behaviors to identify emerging credit risks and potential deterioration within Credit Monitoring & Portfolio Surveillance workflows. It focuses on evaluating instances where borrowers require multiple restructurings, repayment modifications, tenor extensions, or revised credit arrangements, as these may indicate persistent financial stress, weakened repayment capacity, or underlying business challenges. The course examines how repeated restructuring requests can serve as important early warning signals of declining asset quality and increasing exposure risk, even when immediate default has been avoided. It evaluates key dimensions such as control lapses, early warning signal identification, risk trend analysis, and proactive portfolio risk management, with each requiring independent validation and documented rationale before any credit action is finalized. Particular emphasis is placed on identifying restructuring patterns, assessing the sustainability of previous restructuring measures, understanding the root causes of recurring borrower distress, and determining appropriate escalation and monitoring actions. It is distinct from a portfolio restructuring mechanism, as it focuses on using repeated restructuring activity as an indicator of potential credit deterioration and exposure risk, rather than the design, approval, and implementation of restructuring solutions themselves. Within Early Warning Signal Identification, the credit manager validates team-level analysis, approves case recommendations, and manages segment-level exposure within Credit Monitoring & Portfolio Surveillance, shaping escalation scope, monitoring priorities, and risk mitigation actions based on restructuring-related warning signals and emerging portfolio concerns.