This is a fine idea, but with such things the devil is realyl in the details. It's very important to keep the Counterparty protocol as simple as possible... especially at this stage, when people are not using the existing functionality anywhere near as much as they could. The network has a great potential to scale, and we have to avoid hard-coded values, fees, etc. wherever possible. Worse is better.
Simply lock the XCP required for asset issuance, only to be released upon liquidation of the asset. This can then be counted as a financial (cash equivalent?) asset in bankruptcy circumstances.