Abstract
This study is a single bank analysis that aims to examine the determinants of credit risk within the scope of Shinsei Bank of Japan. This study uses regression to conduct empirical data analysis to investigate the impact levels affecting fifteen (15) internal bank specific variables such as ROA, total regulatory capital ratio, loan loss provisions ratio among the few; and external macroeconomic variables such as Japan's GDP growth rate, M3 money supply, output gap, inflation rate and yield curve over the course of five years worth of data starting from year 2015 until 2019 towards credit risk. This study found that the internal ratios ROE and RWA had the most significant impact on Shinsei Bank's credit risk, while external variables and internal, external variables combined were not significant.
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