Faktor-Faktor Yang Mempengaruhi Risiko Kredit Bank Asing Di Indonesia

LAMPIRAN 1
1.
Analisis Data Statistik
1.1. Uji Normalitas Data
a.
Grafik Histogram

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b.

Grafik Normal Plot

c.

Hasil Uji Normalitas dengan Uji Kolmogorov- Smirnov

One-Sample Kolmogorov-Smirnov Test
Unstandardize
d Residual

N

60

Normal Parametersa,,b
Most
Differences

Mean

.0000000

Std. Deviation

.21879684

Extreme Absolute

.138

Positive

.138

Negative

-.092

Kolmogorov-Smirnov Z

1.070

Asymp. Sig. (2-tailed)

.202

a. Test distribution is Normal.

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One-Sample Kolmogorov-Smirnov Test
Unstandardize
d Residual
N

60

Normal Parametersa,,b
Most
Differences

Mean

.0000000

Std. Deviation

.21879684

Extreme Absolute

.138

Positive

.138

Negative

-.092

Kolmogorov-Smirnov Z

1.070

Asymp. Sig. (2-tailed)

.202

a. Test distribution is Normal.
b. Calculated from data.
2. Uji Heteroskedastisitas
2.1. Grafik Scatterplot

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2.2

Uji Gletser

Hasil Uji Gletser
Coefficientsa
Standardized

Collinearity

Unstandardized Coefficients Coefficients

Statistics
Toleranc

Model
1

B
(Constan -1.739

Std. Error

Beta

.810

t

Sig.

-2.146

.037

e

VIF

t)
ROA

2.578

2.065

.183

1.248

.218

.663

1.508

ROE

-1.049

.368

-.388

-2.855

.006

.776

1.288

GDP

-.016

.025

-.098

-.635

.528

.603

1.658

INFLASI .000

.015

-.006

-.037

.970

.499

2.005

KURS

.000

.000

.261

1.501

.140

.472

2.117

SBI

6.768

4.978

.249

1.360

.180

.427

2.341

SIZE

.065

.032

.284

2.012

.050

.720

1.388

a. Dependent Variable: RS

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2.3 Uji Multikolenieritas
Coefficientsa
Standardized
Unstandardized Coefficients

Coefficients

B

Std. Error

Beta

(Constant)

.218

.442

ROA

.254

.325

ROE

-.203

GDP

Model
1

T

Sig.

.494

.624

.616

.781

.438

.203

-.793

-1.000

.322

-.007

.014

-.086

-.494

.624

INFLASI

-.006

.008

-.139

-.723

.473

KURS

8.282E-6

.000

.042

.214

.831

SBI

2.437

2.696

.187

.904

.370

SIZE

-.012

.016

-.110

-.778

.440

a. Dependent Variable: absut

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2.4 Uji Auto Korelasi
Coefficientsa
Unstandardized Coefficients

Standardized
Coefficients

B

Std. Error

Beta

(Constant)

-.215

.776

ROA

-.044

.568

-.064

ROE

.040

.355

GDP

.010

INFLASI

Model
1

T

Sig.

-.277

.783

-.078

.938

.094

.114

.910

.024

.072

.394

.695

-.007

.014

-.105

-.517

.607

KURS

-2.341E-5

.000

-.070

-.343

.733

SBI

.697

4.696

.031

.149

.883

SIZE

.017

.029

.088

.578

.566

Auto

.480

.256

.282

1.873

.067

a.
Dependent Variable: Unstandardized Residual
Sumber : Hasil Penelitian 2013, (Data Diolah)

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5.1. Analisis Regresi Berganda

Coefficientsa
Standardized
Unstandardized Coefficients
Model
1

B

Std. Error

(Constant)

-1.525

.777

ROA

2.063

.572

ROE

-1.247

GDP

Beta

T

Sig.

-1.963

.055

2.462

3.607

.001

.357

-2.396

-3.490

.001

-.014

.024

-.088

-.585

.561

.003

.014

.034

.206

.837

7.686E-5

.000

.190

1.130

.264

4.865

4.741

.184

1.026

.310

.076

.028

.335

2.731

.009

INFLASI
KURS

Coefficients

SBI
SIZE
a. Dependent Variable: RS

5.2. Koefisien Determinasi
Model Summaryb
Model

R SquareAdjusted R Square
.489a

.239

Std. Error of the Estimate

.137

.23957

a. Predictors: (Constant), SIZE, GDP, ROA, INFLASI, KURS, ROE, SBI
a. Dependent Variable: RS

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5.3. Uji – F
ANOVAb
Model
Regression

Sum of Squares
9

Df

Mean Square

F

Sig.

7

.134

2.338

.037a

.057

Residual

2.984

52

Total

3.924

59

a. Predictors: (Constant), SIZE, GDP, ROA, INFLASI, KURS, ROE, SBI
b. Dependent Variable: RS

5.4. Uji – t
Coefficientsa
Standardized
Unstandardized Coefficients
Model

B

Std. Error

.067

.974

-.011

.004

ROE

-.014

GDP

(Constant)

Coefficients
Beta

g.
.069

.945

-.481

-2.881

.006

.005

-.456

-2.646

.011

-.017

.028

-.111

-.611

.544

.005

.015

.054

.318

.752

-4.218E-5

.000

-.085

-.466

.643

SBI

.016

.046

.068

.350

.728

SIZE

.073

.026

.363

2.779

.008

ROA

INFLASI
KURS

a. Dependent Variable: RS
sumber: hasil penelitian 2013 (data diolah)

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LAMPIRAN 2
Bank Asing di Indonesia yang dipublikasikan dari 2007-2012 Berdasarkan
Laporan Keuangan Bank

No.
1
2
3
4
5
6
7
8
9
10

Nama Bank
Bank of America
The Bangkok Bank Comp.LTD
Bank of China Limited
Citibank
Deutche Bank
HSBC
JP Morgan Chase Bank
The Royal Bank of Scotland
Standard Chartered Bank
The Bank of Tokyo- Mitsubishi UFJ LTD

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LAMPIRAN 3
2. Data Laporan Keuangan Bank Asing di Indonesia

NAMA BANK

TAHUN ROA

ROE

ATMR

TOTAL
AKTIVA

City bank

2007
2008
2009
2010
2011
2012
2007
2008
2009
2010
2011
2012

0.06
0.06
0.05
0.04
0.04
0.01
0.00
0.00
0.00
0.00
0.01
0.01

0.28
0.25
0.24
0.16
0.18
0.12
0.46
0.37
0.03
0.05
0.04
0.03

23160879
29732165
27331343
32187045
39818787
35644634
8956599
11778936
6922615
2044603
1827152
3418872

44599345
52462154
49644477
55698668
58736820
61761885
16598986
17033309
12512082
6319358
4036073
5116801

0.52
0.57
0.55
0.58
0.68
0.58
0.54
0.69
0.55
0.32
0.45
0.67

2007
2008
2009
2010
2011
2012

0.00
0.01
0.00
0.02
0.04
0.04

0.02
0.07
0.01
0.04
0.04
0.05

123495
599869
383503
434152
500684
591143

569645
1290130
1479565
1466020
1656534
1750459

0.22
0.46
0.26
0.30
0.30
0.34

2007
2008
2009
2010
2011
2012
2007
2008
2009
2010
2011
2012
2007

0.04
0.01
0.01
0.02
0.02
0.02
0.01
0.04
0.06
0.03
0.05
0.10
0.03

0.06
0.04
0.04
0.04
0.04
0.08
0.06
0.28
0.19
0.14
0.28
0.39
0.14

3601281
4787864
3734204
4061748
5502797
8973358
1594993
1144293
1538351
4448324
6500091
6756056
5388399

3487463
5346348
4310409
4412148
5107144
8139346
629182
2467445
3920654
5776659
11106316
13785539
15995672

1.03
0.90
0.87
0.92
1.08
1.10
2.54
0.46
0.39
0.77
0.59
0.49
0.34

Royal bank

Bank of America

The
Bangkok
Comp.LTD

Bank

Bank of China Limited

Deutche Bank

RISIKO
KREDIT

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Nama Bank

HSBC

JP Morgan Chase Bank

Standard Kraktered Bank

Tahun
2008
2009
2010
2011
2012
2007
2008
2009
2010
2011
2012
2007
2008
2009
2010
2011
2012
2007
2008
2009
2010
2011
2012

The bank of
Tokyomitsubishi UFJ LTD
2007
2008
2009
2010
2011
2012

ROA
0.02
0.03
0.04
0.02
0.00
0.01
0.01
0.01
0.00
0.01
0.02
0.01
0.03
0.01
0.02
0.03
0.02
0.03
0.03
0.02
0.01
0.02
0.01

ROE
0.11
0.18
0.16
0.02
0.02
0.06
0.10
0.11
0.11
0.17
0.15
0.11
0.19
0.07
0.05
0.05
0.04
0.04
0.07
0.04
0.17
0.15
0.11

ATMR
7465161
4606828
5672282
5872478
5378553
23801156
27864016
20109150
24177568
31083672
40642712
1478804
2572258
1841418
1713836
2240153
3739974
15164336
24523459
20767632
23279970
28470354
33523357

Total
Asset
17567122
13324559
21685780
22289225
21162870
34568725
45560502
39489123
42238138
55430058
64524143
6294479
7485348
7275322
4801311
8572361
10854580
27988460
47797530
38791276
39733451
47222108
51207576

Risiko
Kredit
0.42
0.35
0.26
0.26
0.25
0.69
0.61
0.51
0.57
0.56
0.63
0.23
0.34
0.25
0.36
0.26
0.34
0.54
0.51
0.54
0.59
0.60
0.65

0.03
0.01
0.02
0.02
0.03
2.47

0.19
0.07
0.11
0.05
0.05
3.99

19546663
33533929
36616162
40289202
50209741
53287930

20421031
29941145
32326078
39755170
52840517
62152264

0.96
1.12
1.13
1.01
0.95
0.86

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