Faktor Eksternal dan Faktor Internal yang Mempengaruhi Tingkat Suku Bunga Deposito Berjangka Pada Lima Bank Umum Terbesar di Indonesia

LAMPIRAN 1
Daftar Total Aset Bank
(dalam jutaan rupiah)
Tahun

Total Aset
Mandiri

BRI

BCA

BNI

CIMB

2005

245.648.598 114.215.158 148.408.742 141.497.188

36.328.150

2006

247.681.649 138.570.484 161.654.850 154.692.659

42.633.153

2007

266.080.630 175.500.699 193.676.352 175.555.383

57.161.640

2008

301.128.692 220.734.568 226.711.420 178.654.028

69.180.902

2009

344.240.187 276.630.280 263.734.014 206.991.469 102.934.370

2010

379.967.085 335.753.371 302.263.605 222.264.114 127.841.953

2011

489.106.664 456.531.093 377.250.966 288.511.901 164.137.582

2012

517.839.195 473.191.489 413.757.567 301.683.071 181.007.317

2013

648.250.177 606.370.242 488.498.242 370.716.158 211.427.283

2014 693.967.505 669.737.264 518.558.672 380.324.616 219.221.998

Sumber: laporan neraca bank umum pada bank indonesia (2016)
LAMPIRAN 2
DATA TINGKAT SUKU BUNGA DEPOSITO, INFLASI, BI RATE,
PERTUMBUHAN EKONOMI, DAN LIBOR TAHUN 2005 TRIWULAN 3
SAMPAI 2014 TRIWULAN 4
triwulan tsbd
tahun
Inflasi
bi-rate
pe
libor
2005 III
7,88
8,41
9,08
5,84
3,78
IV
10,62
17,79

12,00
5,11
4,33
2006 I
12,25
16,90
12,75
5,13
4,77
II
11,85
15,51
12,58
4,93
5,22
III
11,32
14,87
11,75
5,86

5,43
IV
10,23
6,05
10,25
6,06
5,37
2007 I
8,87
6,36
9,25
6,06
5,36
II
8,08
6,02
8,75
6,73
5,36
III

7,55
6,51
8,25
6,74
5,44
91

Universitas Sumatera Utara

2008

2009

2010

2011

2012

2013

2014

IV
I
II
III
IV
I
II
III
IV
I
II
III
IV
I
II
III
IV

I
II
III
IV
I
II
III
IV
I
II
III
IV

7,41
7,34
7,35
8,56
10,72
11,04
9,67

8,69
7,71
7,13
6,96
6,95
7,03
6,87
6,94
6,94
6,97
6,50
5,88
5,66
5,74
5,82
5,71
6,24
7,29
8,09
8,53

9,33
9,07

6,73
7,64
10,12
11,96
11,50
8,56
5,67
2,76
2,59
3,65
4,37
6,15
6,32
6,84
5,89
4,67
4,12

3,73
4,49
4,48
4,41
5,26
5,65
8,60
8,36
7,76
7,09
4,35
6,47

8,17
8,00
8,25
9,00
9,42
8,25
7,25
6,58
6,50
6,50
6,50
6,50
6,50
6,67
6,75
6,75
6,17
5,83
5,75
5,75
5,75
5,75
5,83
6,83
7,42
7,50
7,50
7,50
7,63

5,84
6,22
6,30
6,25
5,28
4,52
4,14
4,27
5,60
5,99
6,29
5,81
6,81
6,45
6,52
6,49
6,50
6,32
6,39
6,21
6,12
6,03
5,76
5,63
5,72
5,20
5,12
5,01
4,72

5,03
3,29
2,75
2,91
2,77
1,24
0,84
0,41
0,27
0,26
0,44
0,39
0,29
0,31
0,26
0,30
0,48
0,51
0,47
0,43
0,32
0,29
0,28
0,26
0,24
0,24
0,23
0,23
0,24

Sumber: Bank Indonesia dan ICE benhmark administration LIBOR (2016)

92

Universitas Sumatera Utara

LAMPIRAN 3
DATA ROA, LDR, DAN CAR PT BANK RAKYAT INDONESIA,
(PERSERO), TBK TAHUN 2005 TRIWULAN 3 SAMPAI 2014 TRIWULAN
4
Tahun
Triwulan
2005 III
IV
2006 I
II
III
IV
2007 I
II
III
IV
2008 I
II
III
IV
2009 I
II
III
IV
2010 I
II
III
IV
2011 I
II
III
IV
2012 I
II
III
IV
2013 I
II
III
IV
2014 I

Roa

Ldr
4
5
5
4
4
4
4
4
4
4
4
4
4
4
3
3
3
3
3
3
3
4
4
4
4
4
5
4
4
5
4
4
4
5
5

car
80
77
78
76
77
72
74
72
73
68
74
77
86
79
81
85
87
80
86
88
88
75
85
90
89
76
84
82
85
79
89
89
90
88
92

16
16
23
20
19
19
22
19
18
16
17
14
13
13
14
14
13
13
15
14
13
13
15
14
14
14
17
16
15
16
17
17
17
16
18
93

Universitas Sumatera Utara

II
III
IV

4
4
4

93
85
81

18
18
18

LAMPIRAN 4
ROA, LDR, DAN CAR BANK MANDIRI, (PERSERO), TBK
tahun
triwulan
2005 III
IV
2006 I
II
III
IV
2007 I
II
III
IV
2008 I
II
III
IV
2009 I
II
III
IV
2010 I
II
III
IV
2011 I
II
III
IV
2012 I
II
III
IV
2013 I
II

ROA
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
3
2
2
3
3
4
3
3
3
3
3
3
3
3
3

LDR
55
49
50
52
53
55
55
53
55
52
56
59
62
56
61
60
60
59
61
64
69
65
67
73
76
71
78
81
82
77
80
82

CAR
23
23
25
25
25
25
27
25
22
21
22
17
17
15
15
14
14
15
15
14
13
13
18
16
16
15
17
16
16
15
17
15
94

Universitas Sumatera Utara

III
IV
2014 I
II
III
IV

3
3
3
3
3
3

85
82
86
85
84
82

15
14
16
16
16
16

LAMPIRAN 5
DATA ROA, LDR, CAR BANK CENTRAL ASIA, TBK TAHUN 2005
TRIWULAN 3 SAMPAI 2014 TRIWULAN 4
tahun
triwulan ROA
2005 III
IV
2006 I
II
III
IV
2007 I
II
III
IV
2008 I
II
III
IV
2009 I
II
III
IV
2010 I
II
III
IV
2011 I
II
III
IV
2012 I
II
III

LDR
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
3
2
3
3

CAR
39
41
40
39
38
40
37
40
40
43
45
50
54
53
51
48
47
50
49
51
52
55
54
55
58
61
61
65
65

22
21
25
23
23
22
25
22
20
18
19
16
15
15
17
16
16
15
16
14
14
13
14
13
13
12
15
14
14
95

Universitas Sumatera Utara

IV
2013 I
II
III
IV
2014 I
II
III
IV

3
3
3
3
3
3
3
3
3

68
71
73
73
75
77
75
75
76

14
16
16
15
15
17
17
17
16

LAMPIRAN 6
DATA ROA, LDR, CAR PT BANK NEGARA INDONESIA (PERSERO),
TBK TAHUN 2005 TRIWULAN 3 SAMPAI 2014 TRIWULAN 4
tahun
triwulan ROA
2005 III
IV
2006 I
II
III
IV
2007 I
II
III
IV
2008 I
II
III
IV
2009 I
II
III
IV
2010 I
II
III
IV
2011 I
II
III
IV

LDR
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2
2
2
2
3
2
2

CAR
56
54
50
51
48
48
48
55
59
60
70
69
73
68
68
70
74
64
67
68
68
70
73
76
78
70

16
16
20
20
17
15
16
15
19
17
18
16
15
14
15
14
15
13
13
13
12
18
18
17
16
17
96

Universitas Sumatera Utara

2012 I
II
III
IV
2013 I
II
III
IV
2014 I
II
III
IV

2
2
2
2
3
3
3
3
3
3
3
3

74
73
76
77
82
84
84
85
88
80
85
87

18
16
17
16
17
16
15
15
15
15
16
16

LAMPIRAN 7
DATA ROA, LDR, CAR BANK CIMB NIAGA, TBK TAHUN 2005
TRIWULAN 3 SAMPAI 2014 TRIWULAN 4
tahun
triwulan ROA
2005 III
IV
2006 I
II
III
IV
2007 I
II
III
IV
2008 I
II
III
IV
2009 I
II
III
IV
2010 I
II
III
IV
2011 I

LDR
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
2
2
2
2
2
2
2

CAR
90
85
87
90
88
84
87
95
95
79
92
93
93
87
85
87
90
95
87
84
88
87
89

17
17
18
18
17
17
19
18
17
18
16
15
14
16
16
15
15
13
12
12
12
13
14
97

Universitas Sumatera Utara

II
III
IV
2012 I
II
III
IV
2013 I
II
III
IV
2014 I
II
III
IV

2
2
2
2
3
3
3
2
2
2
2
2
2
2
1

92
92
92
94
96
91
92
83
95
89
90
94
93
94
95

13
13
13
15
15
15
15
16
15
15
15
16
16
16
15

LAMPIRAN 8
4.
HASIL PENGUJIAN PEMILIHAN MODEL DATA PANEL
DENGAN ORDINARY LEAST SQUARE (OLS)
Dependent Variable: TSBD?
Method: Pooled Least Squares
Date: 06/22/16 Time: 12:29
Sample: 2005Q3 2014Q4
Included observations: 38
Cross-sections included: 5
Total pool (unbalanced) observations: 189
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI?
BIRATE?
PDB?
LIBOR?
ROA?
LDR?
CAR?

5.076141
-0.206121
1.349127
-0.715287
-0.263414
-0.042224
-0.005249
-0.056423

0.805855
0.024231
0.077580
0.072068
0.047009
0.039070
0.002731
0.017498

6.299071
-8.506451
17.39022
-9.925166
-5.603431
-1.080722
-1.921687
-3.224580

0.0000
0.0000
0.0000
0.0000
0.0000
0.2813
0.0562
0.0015

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.920800
0.917737
0.513070
47.64652
-137.9643
300.6239
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

8.078519
1.788856
1.544596
1.681812
1.600185
0.956663

98

Universitas Sumatera Utara

5.

HASIL PENGUJIAN PEMILIHAN MODEL DATA PANEL
DENGAN FIXED EFFECT MODEL (FEM)

Dependent Variable: TSBD?
Method: Pooled Least Squares
Date: 06/22/16 Time: 12:30
Sample: 2005Q3 2014Q4
Included observations: 38
Cross-sections included: 5
Total pool (unbalanced) observations: 189
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI?
BIRATE?
PDB?
LIBOR?
ROA?
LDR?
CAR?
Fixed Effects (Cross)
_1--C
_2--C
_3--C
_4--C
_5--C

5.601954
-0.200706
1.339205
-0.698428
-0.289479
-0.133667
-0.009761
-0.054641

0.885654
0.024366
0.077803
0.072887
0.049273
0.073170
0.005640
0.018515

6.325218
-8.237036
17.21272
-9.582306
-5.875011
-1.826794
-1.730704
-2.951123

0.0000
0.0000
0.0000
0.0000
0.0000
0.0694
0.0852
0.0036

0.256190
-0.005949
-0.096448
-0.172647
0.018697
Effects Specification

Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.923405
0.918645
0.510232
46.07967
-134.8044
193.9867
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

8.078519
1.788856
1.553486
1.759311
1.636871
0.980518

99

Universitas Sumatera Utara

6.

HASIL UJI HETEROKEDASTISITAS

Dependent Variable: TSBD?
Method: Pooled Least Squares
Date: 06/22/16 Time: 12:31
Sample: 2005Q3 2014Q4
Included observations: 38
Cross-sections included: 5
Total pool (unbalanced) observations: 189
White cross-section standard errors & covariance (d.f. corrected)
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INFLASI?
BIRATE?
PDB?
LIBOR?
ROA?
LDR?
CAR?
Fixed Effects (Cross)
_1--C
_2--C
_3--C
_4--C
_5--C

5.601954
-0.200706
1.339205
-0.698428
-0.289479
-0.133667
-0.009761
-0.054641

1.906500
0.043227
0.122167
0.166677
0.078305
0.058752
0.006477
0.024675

2.938344
-4.643057
10.96209
-4.190314
-3.696812
-2.275122
-1.507135
-2.214389

0.0037
0.0000
0.0000
0.0000
0.0003
0.0241
0.1336
0.0281

0.256190
-0.005949
-0.096448
-0.172647
0.018697
Effects Specification

Cross-section fixed (dummy variables)
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.923405
0.918645
0.510232
46.07967
-134.8044
193.9867
0.000000

Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

8.078519
1.788856
1.553486
1.759311
1.636871
0.980518

100

Universitas Sumatera Utara