This course covers Single Scrip Exposure Limits, which involves defining limits on exposure to any single pledged security or scrip within Loan Against Shares (LAS) Credit workflows. It focuses on controlling concentration risk arising from excessive reliance on individual listed securities whose price volatility, liquidity deterioration, or market disruptions could materially weaken collateral coverage and increase unsecured exposure risk. 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 security-level concentration controls, collateral exposure governance, and LAS-specific risk containment 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.