Analisis Hubungan Antara Marjin Bunga Bersih dan Pendapatan Non Bunga dengan Menggunakan Model Persamaan Simultan pada Bank Go Public

LAMPIRAN 1
Data Hasil Olahan Populasi
No.

Kode
Bank

1.

AGRO

2.

Nama Bank

Kriteria
1

Kriteria
2


Sampel
terpilih

Bank Rakyat Indonesia Agro Niaga Tbk







AGRS

Bank Agris Tbk

X



X


3.

BABP

Bank MNC Internasional Tbk







4.

BACA

Bank Capital Indonesia Tbk








5.

BBCA

Bank Central Asia Tbk







6.

BBHI


Bank Harda Internasional Tbk

X



X

7.

BBKP

Bank Bukopin Tbk








8.

BBMD

Bank Mestika Dharma Tbk

X



X

9.

BBNI

Bank Negara Indonesia (Persero) Tbk








10.

BBNP

Bank Nusantara Parahyangan Tbk







11.

BBRI


Bank Rakyat Indonesia (Persero) Tbk







12.

BBTN

Bank Tabungan Negara (Persero) Tbk








13.

BBYB

Bank Yudha Bakti Tbk

X



X

14.

BCIC

Bank Mutiara Tbk








15.

BDMN

Bank Danamon Indonesia Tbk







16.

BEKS


Bank Pundi Indonesia Tbk







17.

BINA

Bank Ina Perdana Tbk

X



X


18.

BJBR

Bank Jabar Banten Tbk

X



X

19.

BJTM

Bank Pembangunan Daerah Jawa Timur Tbk

X



X

20.

BKSW

Bank Kesawan Tbk







74
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21.

BMAS

Bank Maspion Indonesia Tbk

X



X

22.

BMRI

Bank Mandiri (Persero) Tbk







23.

BNBA

Bank Bumi Arta Tbk







24.

BNGA

Bank CIMB Niaga Tbk







25.

BNII

Bank Internasional Indonesia Tbk







26.

BNLI

Bank Permata Tbk







27.

BSIM

Bank Sinar Mas Tbk

X



X

28.

BSWD

Bank Swadesi Tbk







29.

BTPN

Bank Tabungan Pensiunan Nasional Tbk







30.

BVIC

Bank Victoria Internasional Tbk







31.

DNAR

Bank Dinar Indonesia Tbk

X



X

32.

INPC

Bank Artha Graha Internasional Tbk







33.

MAYA

Bank Mayapada Internasional Tbk







34.

MCOR

Bank Windu Kentjana International Tbk







35.

MEGA

Bank Mega Tbk







36.

NAGA

Bank Mitraniaga Tbk

X



X

37.

NISP

Bank NISP OCBC Tbk







38.

NOBU

Bank Nationalnobu Tbk

X



X

39.

PNBN

Bank Pan Indonesia Tbk







40.

PNBS

Bank Pan Indonesia Syariah Tbk

X



X

41.

SDRA

Bank Woori Saudara Indonesia 1906 Tbk







Total bank yang terpilih menjadi sampel

28 bank

75
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LAMPIRAN 2
Hasil Eviews Statistik Deskriptif

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

CR
0.026897
0.020500
0.509600
0.002100
0.045082
9.255455
98.93874

NII
0.514396
0.528864
1.271149
0.006000
0.262206
-0.079696
2.552827

NIM
0.071559
0.053800
0.351000
0.011300
0.042284
10.55485
118.0790

ROA
1.698820
1.662146
4.559570
-10.64995
1.616965
-3.409742
26.97975

ROE
0.163343
0.148400
0.844400
-0.089600
0.111870
2.108226
12.45573

SIZE
17.36262
17.64214
20.47226
14.26124
1.702647
0.049588
1.755029

Jarque-Bera
Probability

53701.29
0.000000

1.267703
0.530544

76999.53
0.000000

3496.128
0.000000

602.9398
0.000000

8.773807
0.012439

Sum
Sum Sq. Dev.

3.631100
0.272340

69.44350
9.212755

9.660500
2.712806

229.3407
350.3533

22.05130
1.676986

2343.953
388.4668

Observations

135

135

135

135

135

135

76
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LAMPIRAN 3
Hasil Eviews Uji Hausman Test
Dependent Variable: NIM
Method: Panel Least Squares
Date: 04/09/16 Time: 14:48
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SIZE
CR
ROA
RES

1.050282
-0.106355
1.011632
0.034052
-1.475284

0.428362
0.045397
0.504687
0.012244
0.727969

2.451855
-2.342750
2.004474
2.781247
-2.026575

0.0155
0.0207
0.0471
0.0062
0.0000

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

0.168175
0.135934
0.132261
2.256579
84.61447
5.216148
0.000215

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

0.071559
0.142284
-1.164659
-1.035536
-1.112187
2.171728

77
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LAMPIRAN 4
Hasil Eviews Two Stage Least Square (2SLS) Net Interest Margin
Dependent Variable: NIM
Method: Panel Two-Stage Least Squares
Date: 04/09/16 Time: 15:25
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Instrument specification: C SIZE CR ROA ROE
Constant added to instrument list
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SIZE
CR
ROA
NII

1.050282
0.106355
1.011632
0.034052
1.521819

1.245357
0.131982
1.467253
0.035595
2.111903

0.843358
-0.805830
0.689474
0.956659
0.720591

0.0000
0.0418
0.0327
0.0000
0.4725

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
Instrument rank

-6.085177
-6.303182
0.384515
6.280661
0.000000
5

Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
Second-Stage SSR

0.071559
0.142284
19.22071
0.627667
2.273458

78
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LAMPIRAN 5
Hasil Eviews Two Stage Least Square (2SLS) Non Interest Income
Dependent Variable: NII
Method: Panel Two-Stage Least Squares
Date: 04/09/16 Time: 16:03
Sample: 2010 2014
Periods included: 5
Cross-sections included: 27
Total panel (balanced) observations: 135
Instrument specification: C SIZE CR ROA ROE
Constant added to instrument list
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SIZE
CR
ROE
NIM

-0.632772
0.066119
0.580519
-0.161288
0.138323

0.245379
0.014700
0.858271
0.256567
0.573482

-2.578750
4.498005
0.676382
-0.628637
0.241199

0.0110
0.0000
0.5000
0.0007
0.0098

R-squared
Adjusted R-squared
S.E. of regression
F-statistic
Prob(F-statistic)
Instrument rank

0.160130
0.134288
0.243966
5.914258
0.000000
5

Mean dependent var
S.D. dependent var
Sum squared resid
Durbin-Watson stat
Second-Stage SSR

0.514396
0.262206
7.737516
0.366909
7.794360

79
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LAMPIRAN 6
Tabel Pengolahan Data Skripisi
Model Persamaan Simultan antara Marjin Bunga Bersih dan Pendapatan Non
Bunga pada Bank yang Terdaftar di BEI
Periode 2008-2014

Kode
Bank
AGRO
AGRO
AGRO
AGRO
AGRO
BABP
BABP
BABP
BABP
BABP
BACA
BACA
BACA
BACA
BACA
BBCA
BBCA
BBCA
BBCA
BBCA
BBKP
BBKP
BBKP
BBKP
BBKP
BBNI
BBNI
BBNI
BBNI
BBNI
BBNP
BBNP

Tahun
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011

NIM
0.0572
0.0454
0.0600
0.0531
0.0462
0.0619
0.0543
0.0544
0.0484
0.0343
0.0395
0.0362
0.0466
0.0467
0.0396
0.0530
0.0570
0.0560
0.0620
0.0650
0.0475
0.0455
0.0456
0.0382
0.0370
0.0578
0.0603
0.0593
0.0611
0.0620
0.0491
0.0499

NII
0.8067
0.2475
0.1333
0.1504
0.2438
0.4297
0.3618
0.3365
0.2520
0.2036
0.2108
0.0630
0.0475
0.1291
0.1114
0.5434
0.6316
0.7365
0.6383
0.6618
0.7619
0.7183
0.7644
0.7097
0.7074
0.5261
0.4861
0.5146
0.5913
0.6069
0.3942
0.3663

SIZE
14.93302
15.06287
15.21179
15.44946
15.66949
15.97421
15.80336
15.82155
15.91547
16.05943
15.29698
15.36200
15.55003
15.78112
16.04033
19.58998
19.74842
19.89498
20.00685
20.11075
17.64214
17.82179
17.95489
18.00796
18.12990
19.29861
19.48025
19.58861
19.73095
19.79051
15.47986
15.69843

CR
0.0745
0.0355
0.0368
0.0227
0.0202
0.0434
0.0625
0.0578
0.0488
0.0588
0.0103
0.0081
0.0211
0.0037
0.0034
0.0360
0.0049
0.0038
0.0044
0.0060
0.0325
0.0283
0.0278
0.0243
0.0277
0.0428
0.0361
0.0281
0.0216
0.0196
0.0067
0.0088

ROA
0.63
1.29
1.27
1.40
1.34
0.45
-1.96
0.08
0.81
-0.74
0.66
0.73
1.10
1.31
1.07
3.14
3.49
3.37
3.61
3.66
1.42
1.68
1.64
1.75
1.24
2.27
2.56
2.67
2.98
3.33
1.29
1.40

ROE
0.0416
0.1137
0.1026
0.0889
0.0736
0.0533
-0.0896
0.0026
0.1628
0.0669
0.0511
0.0519
0.0846
0.1096
0.0893
0.3330
0.3350
0.3040
0.2820
0.2550
0.1902
0.2010
0.1947
0.1909
0.1250
0.2470
0.2010
0.2000
0.2350
0.2364
0.1238
0.1282

80
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BBNP
BBNP
BBNP
BBRI
BBRI
BBRI
BBRI
BBRI
BBTN
BBTN
BBTN
BBTN
BBTN
BDMN
BDMN
BDMN
BDMN
BDMN
BEKS
BEKS
BEKS
BEKS
BEKS
BKSW
BKSW
BKSW
BKSW
BKSW
BMRI
BMRI
BMRI
BMRI
BMRI
hrBNBA
BNBA
BNBA
BNBA
BNBA
BNGA
BNGA
BNGA

2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012

0.0556
0.0516
0.0469
0.1077
0.0958
0.0842
0.0855
0.0851
0.0599
0.0576
0.0583
0.0544
0.0447
0.0113
0.0990
0.1010
0.0960
0.0840
0.3510
0.0820
0.1664
0.1304
0.0965
0.0513
0.0534
0.0463
0.0820
0.0280
0.0539
0.0529
0.0558
0.0568
0.0594
0.0610
0.0656
0.0713
0.0616
0.0581
0.0646
0.0563
0.0587

0.4796
0.3949
0.4655
0.5073
0.5832
0.4684
0.5824
0.6530
0.5018
0.6383
0.6222
0.5142
0.5241
0.9294
0.9891
0.9741
0.9696
1.0187
0.4782
0.4990
0.6325
0.8268
0.9071
0.1489
0.5699
0.1662
0.6096
0.8341
0.6260
0.5707
0.6384
0.6074
0.6381
0.7999
0.5674
0.4280
0.5120
0.5180
0.7040
0.6591
0.6008

15.92113
16.11667
16.06352
19.80295
19.93917
20.09817
20.22300
20.47226
18.04067
18.30551
18.53176
18.69200
18.78932
18.55052
18.66114
18.68669
18.83953
18.91076
14.26124
15.60611
15.85451
16.01308
16.01762
14.76714
15.09473
15.35123
16.21773
16.85234
19.82635
20.00809
20.14898
20.28979
20.44493
14.79423
14.90176
15.06355
15.21316
15.45556
18.77705
18.91622
19.07619

0.0097
0.0092
0.0186
0.0278
0.0230
0.0097
0.0155
0.0169
0.0317
0.0270
0.0422
0.0430
0.0419
0.0325
0.0271
0.0267
0.0203
0.0247
0.5096
0.0912
0.0995
0.0675
0.0694
0.0208
0.0156
0.0073
0.0023
0.0031
0.0200
0.0200
0.0100
0.0100
0.0100
0.0225
0.0107
0.0063
0.0021
0.0025
0.0253
0.0264
0.0229

1.40
1.42
1.38
3.74
4.10
4.42
4.56
3.95
1.83
1.71
1.66
1.63
1.07
2.09
2.40
3.10
2.42
3.01
-10.65
-2.86
0.89
1.14
-1.64
0.16
0.43
-0.74
0.05
0.78
3.20
2.99
3.21
3.34
3.19
1.42
1.92
2.22
1.95
1.37
2.29
2.58
2.88

0.1937
0.1216
0.0909
0.4383
0.4249
0.3866
0.3411
0.3122
0.1656
0.1765
0.1823
0.1605
0.1066
0.1810
0.1720
0.1620
0.1450
0.0860
0.8444
0.5055
0.0952
0.1444
0.1631
0.0077
0.0072
0.0338
0.0029
0.0654
0.3309
0.2557
0.2723
0.2731
0.2581
0.0839
0.1194
0.1484
0.1315
0.1134
0.2088
0.1989
0.2088

81
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BNGA
BNGA
BNNI
BNNI
BNNI
BNNI
BNNI
BNLI
BNLI
BNLI
BNLI
BNLI
BSWD
BSWD
BSWD
BSWD
BSWD
BTPN
BTPN
BTPN
BTPN
BTPN
BVIC
BVIC
BVIC
BVIC
BVIC
INPC
INPC
INPC
INPC
INPC
MAYA
MAYA
MAYA
MAYA
MAYA
MCOR
MCOR
MCOR
MCOR

2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013

0.0281
0.0286
0.0586
0.0522
0.0570
0.0494
0.0476
0.0539
0.0513
0.0503
0.0422
0.0363
0.0582
0.0639
0.0512
0.0592
0.0420
0.1400
0.1300
0.1310
0.1270
0.1140
0.0177
0.0186
0.0312
0.0233
0.0188
0.0397
0.0355
0.0422
0.0531
0.0475
0.0625
0.0584
0.0600
0.0575
0.0452
0.0461
0.0462
0.0518
0.0487

0.6400
0.6692
0.8461
0.7670
0.7299
0.7134
0.8013
0.7060
0.7087
0.7323
0.7566
0.5138
0.7063
0.5451
0.5757
0.4323
0.5160
0.5705
0.5289
0.4491
0.2786
0.3525
0.0060
0.0232
0.0659
0.0463
0.0429
0.2409
0.1439
0.3190
0.3031
0.2577
0.1227
0.0377
0.0256
0.0494
0.0921
0.2085
0.3979
0.8467
0.8412

19.16939
19.24006
18.08695
18.32352
18.52649
18.71667
18.72257
18.08695
18.43591
18.69930
18.92474
19.03636
14.26680
14.54808
14.74797
15.09682
15.46401
17.35712
17.65821
17.89457
18.05921
18.09026
16.12870
16.24057
16.42307
16.70608
16.81815
16.65243
16.76966
16.83880
16.86897
16.97052
16.12827
16.37670
16.65847
16.99421
17.40384
15.28671
15.68002
15.68658
15.88455

0.0223
0.0390
0.0315
0.0207
0.0170
0.0211
0.0223
0.0265
0.0204
0.0137
0.0104
0.0170
0.0355
0.0198
0.0140
0.0159
0.0178
0.0114
0.0072
0.0058
0.0067
0.0070
0.0504
0.0238
0.0230
0.0070
0.0352
0.0200
0.0185
0.0080
0.0176
0.0169
0.0327
0.0257
0.0302
0.0104
0.0146
0.0208
0.0317
0.0198
0.0169

2.66
1.53
0.91
0.98
1.32
1.35
0.41
1.79
1.44
1.45
1.39
1.11
3.06
3.10
2.91
3.04
2.73
3.27
3.82
4.21
4.12
3.40
1.29
2.06
1.86
1.71
0.74
0.69
0.66
0.68
1.39
0.76
1.05
1.78
2.05
2.12
1.60
0.87
0.75
1.97
1.50

0.1550
0.0920
0.0681
0.0916
0.1579
0.1618
0.0602
0.2280
0.1587
0.1754
0.1568
0.1754
0.1169
0.1526
0.1682
0.2203
0.2313
0.3640
0.3180
0.0360
0.0450
0.0470
0.1841
0.2491
0.1648
0.1672
0.0762
0.0879
0.0879
0.1314
0.1159
0.0580
0.0728
0.1153
0.1767
0.2285
0.2096
0.0724
0.0694
0.1591
0.1070

82
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MCOR
MEGA
MEGA
MEGA
MEGA
MEGA
NISP
NISP
NISP
NISP
NISP
PNBN
PNBN
PNBN
PNBN
PNBN
SDRA
SDRA
SDRA
SDRA
SDRA

2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014
2010
2011
2012
2013
2014

0.0376
0.0488
0.0540
0.0645
0.0538
0.0527
0.0504
0.0480
0.0417
0.0411
0.0415
0.0459
0.0464
0.0419
0.0409
0.0383
0.1024
0.0914
0.0828
0.0719
0.0189

0.8940
0.5674
0.6547
0.9113
1.2711
0.9664
0.6896
0.6770
0.6145
0.6843
0.9129
0.1963
0.1861
0.3178
0.4628
0.2825
0.5004
0.3916
0.4670
0.3203
0.4219

16.09479
17.76153
17.94726
18.00757
18.01285
18.01588
17.61043
17.90709
18.18675
18.39561
18.45143
18.47818
18.58841
18.76746
18.85330
18.88463
14.99286
15.44196
15.84646
15.92340
16.61479

0.0271
0.0090
0.0098
0.0209
0.0217
0.0209
0.0199
0.0126
0.0091
0.0073
0.0134
0.0437
0.0356
0.0169
0.0213
0.0205
0.0178
0.0165
0.0199
0.0264
0.0251

0.73
2.01
1.91
2.37
0.95
1.05
1.27
1.68
1.54
1.57
1.72
1.47
1.86
1.78
1.74
1.74
2.51
2.40
2.10
3.31
1.15

0.0528
0.2720
0.2674
0.2744
0.0965
0.1005
0.0812
0.1290
0.1222
0.1187
0.0968
0.1162
0.1472
0.1537
0.1456
0.1309
0.1745
0.2336
0.0969
0.1395
0.0835

83
Universitas Sumatera Utara