Margin loans have gained increasing attention as financial instruments tailored for newly listed firms such as startups or small emerging companies. These loans, provided by banks as financing instruments, utilize a specific number of company-owned shares as guarantee (aka “collateral”), valued higher than the loan amount at the beginning of the effective date. Like margin accounts, should the value of the company's shares decline, the borrower is required to provide additional shares to cover the shortfall and meet the stipulated collateral requirements. This thesis focuses on a comprehensive analysis of the financial risks associated with margin loans, with a particular emphasis on monitoring the performance of the company's shares following the loan agreement, whose price strongly depends on relevant market shocks.