Institutional Repository | Satya Wacana Christian University: Pengaruh CAR, NPL, dan ROA terhadap Penyaluran Kredit pada Bank yang Terdaftar di Bursa Efek Indonesia Tahun 2008-2010

LAMPIRAN 1

DAFTAR NAMA - NAMA DAN KODE BANK

No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

17
18
19
20
21
22
23
24
25
26
27
28
29
30
31

Kode
AGRO
BABP
BACA

BAEK
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN

BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA

Nama Bank
Bank Agroniaga Tbk
Bank ICB Bumiputera Tbk Tbk
Bank Capital Indonesia Tbk
Bank Ekonomi Raharja Tbk
Bank Central Asia Tbk
Bank Bukopin Tbk
Bank Negara Indonesia Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk

Bank Mutiara Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
Bank Pembangunan Daerah Jawa Barat dan Banten Tbk
Bank Kesawan Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk Tbk
Bank Internasional Indonesia Tbk
Bank Permata Tbk
Bank Sinarmas Tbk
Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria International Tbk
Bank Artha Graha Internasional Tbk
Bank Mayapada Internasional Tbk
Bank Windu Kentjana International Tbk Tbk
Bank Mega Tbk
Bank OCBC NISP Tbk Tbk
Bank Pan Indonesia Tbk

Bank Himpunan Saudara 1906 Tbk

Sumber: Indonesian Capital Market Directory (ICMD)

31

LAMPIRAN 2

PERHITUNGAN DATA BANK

No.
1.
2.
3.
4.
5.
6.
7.
8.
9.

10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
28.
29.

30.
31.
32.
33.
34.
35.
36.
37.
38.
39.

Bank
AGRO
AGRO
AGRO
BABP
BABP
BABP
BAEK
BAEK

BAEK
BBCA
BBCA
BBCA
BBKP
BBKP
BBKP
BBNI
BBNI
BBNI
BBNP
BBNP
BBNP
BBTN
BBTN
BBTN
BDMN
BDMN
BDMN
BJBR

BJBR
BJBR
BNBA
BNBA
BNBA
BNGA
BNGA
BNGA
BNII
BNII
BNII

Tahun
2008
2009
2010
2008
2009
2010
2008

2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010

2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010

CAR

NPL

0.1351
0.1963
0.1564
0.1178
0.1119
0.1263
0.1403
0.2175
0.1905
0.1578
0.1533
0.135
0.112
0.1436
0.1206
0.1359
0.1377
0.0979
0.1404
0.1256
0.1294
0.1614
0.2154
0.1674
0.1337
0.2065
0.1604
0.1497
0.1066
0.0853
0.3115
0.2842
0.2501
0.1559
0.1359
0.1324
0.1944
0.1471
0.1265

0.0359
0.0447
0.0184
0.0425
0.0389
0.0324
0.0085
0.009
0.0012
0.002
0.0013
0.0024
0.0412
0.0237
0.0252
0.0174
0.0084
0.0111
0.0112
0.0181
0.0063
0.0266
0.0285
0.027
0.0118
0
0
0.0011
0.0077
0.0029
0.0146
0.0171
0.0183
0.0142
0.0104
0.0185
0.0164
0.0157
0.0178

32

ROA
0.0011
0.0015
0.003
0.0009
0.0016
0.002
0.0209
0.0209
0.0184
0.0155
0.0317
0.0328
0.0169
0.0139
0.014
0.0096
0.0151
0.0221
0.011
0.0106
0.012
0.0189
0.0128
0.0183
0.025
0.024
0.0339
0.0314
0.0304
0.0281
0.0203
0.0171
0.0137
0.0105
0.0202
0.0236
0.0112
0.0006
0.0105

KREDIT
(dalam Trilliun)
2.048062129000
1.993629864000
2.069027280000
4.775341477000
5.326987955000
6.129035939000
9.890555000000
8.655878000000
11.499432000000
110.026861000000
123.901269000000
153.923157000000
23.042022000000
24.603676000000
30.173015000000
111.994397000000
120.843140000000
136.356959000000
2.178610073000
2.562721814000
3.657670165000
32.025231000000
38.737202000000
48.702920000000
64.983122000000
60.579275000000
75.773522000000
15.835537000000
18.924987000000
22.066317000000
0.949030682645
0.974639336676
1.170144112384
74.405569000000
82.833022000000
103.621924000000
35.245225000000
37.370282000000
50.181865000000

40.
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
51.
52.
53.
54.
55.
56.
57.
58.
59.
60.
61.
62.
63.
64.
65.
66.
67.
68.
69.
70.
71.
72.
73.
74.
75.

BNLI
BNLI
BNLI
BSIM
BSIM
BSIM
BSWD
BSWD
BSWD
BTPN
BTPN
BTPN
BVIC
BVIC
BVIC
INPC
INPC
INPC
MAYA
MAYA
MAYA
MCOR
MCOR
MCOR
MEGA
MEGA
MEGA
NISP
NISP
NISP
PNBN
PNBN
PNBN
SDRA
SDRA
SDRA

2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010
2008
2009
2010

0.1076
0.1216
0.1413
0.127
0.1395
0.141
0.3327
0.329
0.2687
0.2367
0.185
0.234
0.2277
0.1686
0.1119
0.1493
0.1387
0.1452
0.2369
0.1937
0.2261
0.1802
0.1688
0.1784
0.1609
0.1801
0.1626
0.1701
0.18
0.1668
0.2031
0.2179
0.1658
0.1275
0.1396
0.1969

0.0106
0.0146
0.0074
0.0172
0.0165
0.0111
0.0164
0.0142
0.0262
0.0009
0.0007
0.0048
0.0044
0
0.0302
0.027
0.0283
0.02
0.0207
0.0049
0.0096
0.0021
0.0104
0.0111
0.0088
0.0102
0.0074
0.0175
0.0139
0.0082
0.0215
0.016
0.0268
0.0056
0.007
0.0084

33

0.014
0.0137
0.0168
0.0032
0.0088
0.0125
0.0222
0.0329
0.0306
0.042
0.0279
0.0327
0.0078
0.0085
0.0128
0.0031
0.0042
0.0069
0.0109
0.0078
0.0105
0.0023
0.0082
0.0087
0.0194
0.0161
0.0202
0.0133
0.0165
0.0096
0.0179
0.0181
0.0174
0.0278
0.0213
0.0251

35.026303000000
41.470324000000
52.839987000000
4.281483000000
5.413864000000
7.011796000000
0.876618000000
0.981357559362
1.071643466543
10.425551000000
15.722830000000
23.328089000000
2.163515000000
2.849627400000
3.539002139000
9.821879290274
10.986322474167
11.178851228648
3.980788000000
5.060228101000
6.110987870000
1.445501000000
1.593590000000
2.962103000000
19.000214000000
18.639422000000
23.891435000000
20.809545000000
21.886527000000
27.956914000000
36.526583000000
41.121422000000
57.246019000000
1.498743000000
1.925244232365
2.555781806319

LAMPIRAN 3

STATISTIK DESKRIPTIF

Descriptive Statistics
N

Minimum

Maximum

Mean

Std. Deviation

CAR

75

.0853

.4464

.176029

.0638779

NPL

75

.0000

.0533

.015956

.0117887

ROA

75

.0006

.0420

.014699

.0094823

75

.6774

103.6219 1.926041E1

22.9797259

KREDIT

Valid N (listwise)

75

34

LAMPIRAN 4
HASIL DATA LIMDEP
+----------------------------------------------------------------+
|
Test Statistics for the Classical Model
|
|
|
|Model
Log-Likelihood
Sum of Squares
R-squared |
|(1)Constant term only -376.11359
.9963877701D+05
.0000000 |
|(2)Group effects only -241.50806
.2751292516D+04
.9723873 |
|(3)X - variables only -366.28454
.7666485325D+05
.2305721 |
|(4)X and group effects -228.81999 .1961524611D+04
.9803136 |
|
|
|
Hypothesis Tests
|
|
Likelihood Ratio Test
F Tests
|
|
Chi-squared d.f. Prob.
F
num. denom. Prob value |
|(2) vs (1)
269.211
24 .00000 73.365
24
50
.00000 |
|(3) vs (1)
19.658
3 .00020 7.092
3
71
.00031 |
|(4) vs (1)
294.587
27 .00000 86.683
27
47
.00000 |
|(4) vs (2)
25.376
3 .00001 6.308
3
47
.00110 |
|(4) vs (3)
274.929
24 .00000 74.582
24
47
.00000 |
+----------------------------------------------------------------+
+--------------------------------------------------+
| Random Effects Model: v(i,t) = e(i,t) + u(i)
|
| Estimates: Var[e]
=
.417346D+02 |
|
Var[u]
=
.103805D+04 |
|
Corr[v(i,t),v(i,s)] =
.961349
|
| Lagrange Multiplier Test vs. Model (3) =
3.28 |
| ( 1 df, prob value = .350720)
|
| (High values of LM favor FEM/REM over CR model.) |
| Fixed vs. Random Effects (Hausman)
=
64.68 |
| ( 3 df, prob value = .000000)
|
| (High (low) values of H favor FEM (REM).)
|
| Reestimated using GLS coefficients:
|
| Estimates: Var[e]
=
.419022D+02 |
|
Var[u]
=
.128956D+04 |
|
Sum of Squares
.840917D+05 |
+--------------------------------------------------+
+---------+--------------+----------------+--------+---------+---+
|Variable|Coefficient|Standard Error|b/St.Er.|P[|Z|>z]| Mean of X|
+---------+--------------+----------------+--------+---------+---+
CAR
-83.90804824
34.583150
-2.426
.0153
.16888800
NPL
-139.1880240
149.95762
-.928
.3533 .14786667E-01
ROA
845.4042835
209.68881
4.032
.0001 .15969333E-01
Constant
31.97173127
10.094253
3.167
.0015

35

+----------------------------------------------------------------+
| Least Squares with Group Dummy Variables
|
| Ordinary least squares regression Weighting variable = none |
| Dep. var. = KREDIT Mean=
29.24308471 , S.D.=
36.69427693 |
| Model size: Observations = 75, Parameters = 28, Deg.Fr.=
47 |
| Residuals: Sum of squares= 1961.524611, Std.Dev.=
6.46023 |
| Fit:
R-squared= .980314, Adjusted R-squared =
.96900 |
| Model test: F[ 27, 47] =
86.68,
Prob value =
.00000 |
| Diagnostic: Log-L = -228.8200,Restricted(b=0) Log-L = -376.1136|
|
LogAmemiyaPrCrt.= 4.049, Akaike Info. Crt.= 6.849 |
| Estd. Autocorrelation of e(i,t)
-.165775
|
+----------------------------------------------------------------+
+---------+--------------+----------------+--------+---------+---+
|Variable|Coefficient |Standard Error|t-ratio|P[|T|>t]| Mean of X|
+---------+--------------+----------------+--------+---------+---+
CAR
-69.79934087
35.788022
-1.950
.0550
.16888800
NPL
-106.3787063
153.97148
-.691
.4919 .14786667E-01
ROA
818.2943078
218.98069
3.737
.0004 .15969333E-01

+----------------------------------------------------------------+
| OLS Without Group Dummy Variables
|
| Ordinary least squares regression
Weighting variable = none |
| Dep. var. = KREDIT
Mean=
29.24308471 , S.D.=
36.69427693 |
| Model size: Observations =
75, Parameters = 4, Deg.Fr.=71 |
| Residuals: Sum of squares= 76664.85325, Std.Dev.=
32.86011 |
| Fit:
R-squared= .230572, Adjusted R-squared =
.19806 |
| Model test: F[ 3,71] =
7.09,
Prob value =
.00031 |
| Diagnostic: Log-L = -366.2845, Restricted(b=0)Log-L= -376.1136|
|
LogAmemiyaPrCrt.=7.036, Akaike Info. Crt.=
9.874 |
| Panel Data Analysis of KREDIT
[ONE way]
|
|
Unconditional ANOVA (No regressors)
|
| Source
Variation
Deg. Free.
Mean Square
|
| Between
96887.5
24.
4036.98
|
| Residual
2751.29
50.
55.0259
|
| Total
99638.8
74.
1346.47
|
+----------------------------------------------------------------+
+---------+--------------+----------------+--------+---------+---+
|Variable|Coefficient |Standard Error|t-ratio|P[|T|>t]| Mean of X|
+---------+--------------+----------------+--------+---------+---+
CAR
-271.2263364
75.617285
-3.587
.0006
.16888800
NPL
-250.3624968
408.78963
-.612
.5422 .14786667E-01
ROA
1349.572176
480.29383
2.810
.0064 .15969333E-01
Constant
57.20021707
16.496535
3.467
.0009

36

LAMPIRAN 5
BOXPLOT UNTUK DATA EKSTRIM
1. CAR

2. NPL

37

3. ROA

38

4. KREDIT

Keterangan: * mewakili data ekstrim

39