I'm new to SQL Server, and wasn't aware of the possibility that T-SQL may be case insensitive.

I have been normalizing entities by splitting tables and constraints. I'm scared that if I change the collation now, that some of those constraints may be invalid if, for example, a 'case insensitive' foreign key value points to a PK value with different case. 

If I were to run this query on the DB (tested on a basic database):

```
ALTER DATABASE <db_name>
COLLATE SQL_Latin1_General_Cp1_CS_AS ;
GO

```

What would happen if some constraints were violated?

Is there any other reason that I should be careful making a database-wide change such as changing the collation?