• Dr. Gautam Sen

Aim: To analyse loan exposure trends in the Capital Market, Real Estate, and Commodities sectors by Public, Private, and Foreign banks in India from 2005 to 2024, focusing on the impact of economic events and regulatory reforms. Approach: Secondary data was analysed using GARCH models for volatility, ANOVA to compare bank categories, Levene's Test for variance equality, and Paired t-tests for pre- and post-2014 loan exposure differences. Results: Significant differences were found in loan exposure across bank categories, with private banks showing high growth in Real Estate, public banks maintaining stability, and foreign banks focusing on Capital Markets and Commodities. Volatility increased during financial crises and post-GST reforms. Implications: The study emphasizes the need for tailored lending strategies and risk management, especially in volatile sectors like Real Estate and Commodities, considering external economic shocks. Value Addition: The paper offers insights for improving risk management and loan exposure strategies in Indian banks, particularly for sectors impacted by economic disruptions.

Loan Exposure, Banking Sector, Capital Market, Real Estate, Commodities, GARCH Model, ANOVA, Volatility.

"Shifting Sands: Loan Exposure Dynamics In Capital Market, Real Estate, And Commodities Sectors In Indian Bank", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.12, Issue 8, page no.b581-b589, August-2025, Available :http://www.jetir.org/papers/JETIR2508177.pdf

"Shifting Sands: Loan Exposure Dynamics In Capital Market, Real Estate, And Commodities Sectors In Indian Bank", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.12, Issue 8, page no. ppb581-b589, August-2025, Available at : http://www.jetir.org/papers/JETIR2508177.pdf