Lampiran 1 INDIKATOR PENELITIAN Emiten Tahun CAR ROA NIM BOPO LDR NPL
Lampiran 1
43.60
22.10
3.80 7.20 114.92
20.30
1.30 BBCA 2007
19.20
3.30
6.10
66.61
0.81 BBCA 2008
41.80
16.27
2.35
6.60
64.23
53.78
0.60 BBCA 2009
15.30
2.41
6.40
1.71 BBCA 2006
3.40 6.00 105.94
50.30
98.84
11.78
0.03
5.17
92.06
90.44
4.25 BABP 2009
11.19
0.07
5.78
89.64
21.50
3.89 BABP 2010
12.63
0.14
6.19
96.96
84.96
3.24 BABP 2011 10.47 -1.64 5.43 114.63
84.93
6.25 BBCA 2005
67.89
0.70 BBCA 2010
84.50
10.56
92.58
38.49
3.33 BCIC 2008 -22.29 -52.09
3.93
91.85
47.59
10.42 BCIC 2009 12.31 -1.43 3.34 112.00
38.49
3.33 BCIC 2010
0.99
0.37
3.29
98.11
49.61
4.89 BCIC 2011
9.40
2.17
1.64
87.22
83.90
3.66
15.91
13.50
61.67
2.61
5.30
68.76
55.20
0.60 BBCA 2011
12.75
3.82
5.68
60.87
4.90 BCIC 2005
4.99 BCIC 2007
8.08
0.22 0.36 122.69
23.84
4.79 BCIC 2006
11.66
0.38
1.14
93.65
21.35
4.56 BABP 2008
81.12
INDIKATOR PENELITIAN Emiten Tahun CAR ROA NIM BOPO LDR NPL
1.84 AGRO 2011
97.98
80.99
4.48 AGRO 2010
12.64
0.24
4.09
71.01
77.90
16.39
0.18
1.39
4.54
91.65
65.79
3.55 INPC 2005
11.14
0.34
5.18
97.58
4.98
19.68
3.61 INPC 2006
82.26
AGRO 2005
16.19
2.00
6.05
84.40
93.94
3.86 AGRO 2006
15.03
1.27 3.41 103.53
4.32 AGRO 2007
6.30 AGRO 2009
15.82
0.38 3.76 100.96
89.28
11.25 AGRO 2008
13.39
0.11
4.06
99.68
97.60
85.40
11.38
7.00
2.96 BABP 2005 10.37 -1.24 4.83 115.65
3.97
91.75
76.13
2.00 INPC 2011
12.65
0.72
3.55
92.43
82.21
80.60
14.52
4.89 BABP 2006
12.91
0.26
5.58
92.53
87.42
4.74 BABP 2007
11.86
0.57
0.49
2.83 INPC 2010
0.40
2.55 INPC 2008
3.88
97.09
79.52
4.85 INPC 2007
12.24
0.29
3.67
97.42
82.22
14.90
84.04
0.17
3.74
97.49
93.47
2.70 INPC 2009
13.87
0.44
3.81
96.24
6.24
Emiten Tahun CAR ROA NIM BOPO LDR NPL
3.90
71.65
1.91 BKSW 2011
10.49
0.46
5.34
96.67
75.48
1.56 BMRI 2005
23.70
0.50
94.09
5.13
51.70
6.17 BMRI 2006
25.30
1.10
4.44
89.36
57.20
5.92 BMRI 2007
21.10
2.30
95.57
0.05
78.78
68.46
9.43
0.36
3.82
95.62
69.50
5.89 BKSW 2007
10.36
0.35
4.68
95.16
6.33 BKSW 2008
10.70
10.34
0.14 4.24 102.64
74.66
3.74 BKSW 2009
12.56
0.17
4.79
96.46
66.97
5.33 BKSW 2010
5.20
54.30
55.40
1.46
92.65
82.35
1.32 MAYA 2006
21.82
1.55
6.16
88.99
85.35
0.21 MAYA 2007
29.95
6.85 88.46 103.88
0.84
0.14 MAYA 2008
23.69
0.74
7.57 90.63 100.22
0.22 MAYA 2009
17.05
0.54
6.74
93.82
83.77
5.74
20.24
1.51 BMRI 2008
58.25
15.66
1.48
5.48
73.04
54.79
1.09 BMRI 2009
15.55
1.81
5.19
70.71
0.42 BMRI 2010
2.18 MAYA 2005
14.70
2.05
5.30
42.00
67.60
2.42 BMRI 2011
15.13
3.37
5.29
67.22
71.65
11.07 BKSW 2006
0.30 3.56 100.8
BDMN 2005
3.59
76.80
88.80
2.74 BDMN 2010
16.00
2.44
11.29
87.76
93.80
4.64 BDMN 2011
17.54
9.85
1.55
80.17
98.33
2.45 BEKS 2005 9.71 -2.99 6.68 163.49
83.60
13.53 BEKS 2006 9.37 -0.96 4.25 129.40
74.80
7.89 BEKS 2007
11.91
0.13
8.44
11.15
20.70
78.06
75.50
22.70
3.10
6.75
65.65
80.80
1.42 BDMN 2006
20.40
1.80
9.58
80.33
1.60 BDMN 2007
1.18 BDMN 2009
19.30
2.40
10.44
74.91
88.10
0.68 BDMN 2008
13.37
1.43
11.22
84.65
90.73
93.60
15.17 BEKS 2008
14.34
12.80
19.58
0.85
5.59
94.30
77.84
1.54 BNII 2009
14.83
0.09 6.10 100.77
82.93
1.58 BNII 2010
0.61
75.55
5.89
92.26
89.03
1.74 BNII 2011
11.83
1.13
5.22
92.75
95.07
2.14 BKSW 2005
2.34 BNII 2008
96.29
9.34
9.12 BNII 2005
0.11 7.63 105.05
73.45
15.49 BEKS 2009 8.02 -7.88 7.45 165.76
79.22
18.39 BEKS 2010
41.42
0.58 7.84 130.61
52.83
8.38 BEKS 2011 12.02 -4.75 8.20 118.69
66.78
21.74
5.19
1.72 4.90 101.86
55.30
2.09 BNII 2006
23.30
1.43
5.63
90.03
57.22
3.86 BNII 2007
20.21
0.68
0.49
Emiten Tahun CAR ROA NIM BOPO LDR NPL
89.28
87.84
49.39
1.46 BBNP 2008
14.04
1.17
3.60
89.72
66.12
1.12 BBNP 2009
12.56
0.76
3.69
73.64
1.29
1.81 BBNP 2010
12.94
0.90
4.90
86.23
80.41
0.63 BBNP 2011
13.45
1.32
3.82
88.10
84.92
3.61
17.00
19.71
76.10
82.96
95.11
1.04 BNGA 2010
13.24
1.77
6.46
76.90
88.04
1.85 BNGA 2011
13.16
2.85
5.63
94.41
3.03 BBNP 2007
2.64 BBNP 2005
10.78
1.59
4.05
86.43
57.03
1.70 BBNP 2006
16.64
1.44
3.94
88.18
54.83
0.78 NISP 2005
1.45
1.46
82.45
84.66
77.96
0.82 NISP 2011
13.75
1.91
4.80
79.85
87.04
1.26 PNBN 2005
28.72
2.27
4.11
55.17
0.72
5.60 PNBN 2006
29.47
2.78
5.05
72.47
80.47
2.60 PNBN 2007
21.58
3.14
5.81
71.56
92.36
5.14
16.04
4.15
88.19
93.05
80.60
1.87 NISP 2006
17.07
1.38
4.76
87.98
82.17
1.99 NISP 2007
16.15
1.21
4.99
89.14
1.39 NISP 2010
2.12 NISP 2008
17.01
0.93
5.40
86.12
76.69
1.75 NISP 2009
18.00
1.18
5.53
84.24
72.39
6.78
13.59
MAYA 2010
4.88
5.44
83.15
64.67
0.79 MEGA 2009
18.84
1.35
4.94
85.91
56.82
1.02 MEGA 2010
14.78
1.84
77.79
16.09
56.03
0.74 MEGA 2011
11.86
2.29
5.40
81.84
63.75
0.98 BBNI 2005
15.99
1.61
5.60
84.12
1.44
1.05 MEGA 2008
8.36 BBNI 2006
11.12
20.40
0.76
6.30
90.17
78.38
2.01 MAYA 2011
14.68
2.07
5.84
83.38
82.10
2.51 MEGA 2005
1.25
46.74
4.01
88.58
51.25
1.07 MEGA 2006
15.73
0.88 3.46 124.87
42.70
1.60 MEGA 2007
11.84
2.33
5.06
79.21
54.24
15.30
1.42 BNGA 2009
82.91
72.58
70.37
3.61 BNGA 2005
17.24
2.06
5.40
82.30
85.26
4.29 BNGA 2006
16.65
2.11
6.41
84.69
2.94
2.51 BNGA 2007
15.43
2.20
6.08
77.66
92.44
1.94 BNGA 2008
15.59
1.04
5.69
88.47
90.73
6.03
17.63
1.85
6.26
5.19
83.89
49.98
6.55 BBNI 2007
15.74
0.85
4.99
92.22
60.64
4.01 BBNI 2008
13.59
0.61
88.15
1.24 BBNI 2011
63.58
1.74 BBNI 2009
13.91
1.09
6.01
84.86
64.06
0.84 BBNI 2010
20.64
1.65
6.12
76.00
70.15
1.76
Emiten Tahun CAR ROA NIM BOPO LDR NPL
32.90
91.65
62.16
1.47 BSWD 2008
33.27
1.41
5.44
73.31
83.11
1.64 BSWD 2009
2.40
1.06
5.41
74.57
81.10
1.42 BSWD 2010
26.91
2.23
5.82
73.35
87.36
3.72
20.66
23.19
24.06
70.86
75.17
2.01 BBRI 2011
14.96
4.93
9.58
66.69
76.20
2.30 BSWD 2005
2.06
1.80 BSWD 2007
4.85
82.91
55.36
2.08 BSWD 2006
26.55
1.28
3.90
91.12
54.89
2.62 BSWD 2011
3.66
2.84
11.19
92.23
53.46
3.67 BVIC 2009
16.29
0.63
2.38
92.05
50.43
3.00 BVIC 2010
1.04
0.63
2.06
88.21
36.01
5.56 BVIC 2011
14.86
2.65
1.86
78.36
63.62
2.61
22.77
6.39
20.27
67.51
85.71
1.98 BVIC 2005
20.28
1.46
3.82
85.06
41.2
0.35 BVIC 2006
1.76
3.79 BVIC 2008
2.71
76.03
51.94
6.03 BVIC 2007
15.43
1.64
2.56
85.59
55.92
9.08
13.76
PNBN 2008
90.00
9.80
1.20
5.90
89.60
78.50
2.60 BNLI 2006
13.50
1.20
6.40
83.10
80.36
3.33 BNLI 2007
13.30
1.90
7.00
83.57
88.00
1.53 BNLI 2008
10.76
0.84
3.56 BNLI 2005
80.26
1.06 BNLI 2009
86.89
20.31
1.74
4.72
81.74
74.47
2.15 PNBN 2009
21.79
1.18
4.76
73.31
4.64
1.60 PNBN 2010
16.58
1.15
4.59
87.88
74.22
2.68 PNBN 2011
17.45
2.02
6.20 87.88 112.90
12.20
3.52 BBRI 2010
13.18
72.40
72.53
1.29 BBRI 2007
15.84
4.61
10.86
67.63
68.80
0.88 BBRI 2008
2.42
4.36
10.18
70.31
74.26
0.85 BBRI 2009
13.30
2.31
8.97
77.64
80.88
11.16
18.82
0.86
0.74 BNLI 2011
5.70
89.20
90.60
1.46 BNLI 2010
14.10
1.35
5.30
84.80
87.50
14.07
1.92 BBRI 2006
1.66
5.13
85.42
83.06
2.04 BBRI 2005
15.29
5.04
12.15
70.33
77.83
2.38 Sumber: ditabulasi penulis, 2013.
Lampiran 2 HASIL REGRESI VARIABEL X1, X2, X3, X4 DENGAN Y1 Dependent Variable: LDR? Method: Pooled EGLS (Cross-section weights) Date: 02/18/13 Time: 10:44 Sample: 2005 2011 Included observations: 7 Cross-sections included: 21 Total pool (balanced) observations: 147 Linear estimation after one-step weighting matrix White cross-section standard errors & covariance (d.f. corrected) Variable Coefficient Std. Error t-Statistic Prob.
C 88.13211 8.414658 10.47364 0.0000 CAR? -0.770634 0.265492 -2.902666 0.0044 ROA? 0.426965 0.486830 0.877030 0.3822 NIM? 1.503731 0.692567 2.171243 0.0318
BOPO? -0.140034 0.065319 -2.143850 0.0340 Fixed Effects (Cross) _AGRO--C 13.86072 _INPC--C 12.39482
_BABP--C 12.23942 _BBCA--C -27.82199 _BCIC--C -26.53574 _BDMN--C 9.105096
_BEKS--C 4.002600 _BNII--C 6.381855 _BKSW--C -3.876152 _BMRI--C -12.27748 _MAYA--C 18.51942 _MEGA--C -17.92268
_BBNI--C -11.49695 _BNGA--C 14.92039 _BBNP--C -4.917396 _NISP--C 9.764492
_PNBN--C 7.958331 _BNLI--C 13.34029 _BBRI--C -8.620414 _BSWD--C 7.925661 _BVIC--C -16.94429
Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared 0.815267 Mean dependent var 94.75318
Adjusted R-squared 0.778926 S.D. dependent var 51.11615 S.E. of regression 9.532020 Sum squared resid 11084.85 F-statistic 22.43388 Durbin-Watson stat 1.546967 Prob(F-statistic) 0.000000
Unweighted Statistics R-squared 0.808888 Mean dependent var 72.07150 Sum squared resid 11467.62 Durbin-Watson stat 1.219795
Lampiran 3 HASIL REGRESI VARIABEL X1, X2, X3, X4 DENGAN Y2 Dependent Variable: NPL? Method: Pooled EGLS (Cross-section weights) Date: 02/18/13 Time: 10:46 Sample: 2005 2011 Included observations: 7 Cross-sections included: 21 Total pool (balanced) observations: 147 Linear estimation after one-step weighting matrix White cross-section standard errors & covariance (d.f. corrected) Variable Coefficient Std. Error t-Statistic Prob.
C 4.300603 1.293168 3.325632 0.0012 CAR? -0.020925 0.030214 -0.692574 0.4899 ROA? -0.098370 0.027238 -3.611480 0.0004 NIM? -0.230246 0.116026 -1.984434 0.0495
BOPO? 0.006821 0.007628 0.894104 0.3730 Fixed Effects (Cross) _AGRO--C 1.573118 _INPC--C -0.656409
_BABP--C 1.103419 _BBCA--C -1.229643 _BCIC--C 0.459683 _BDMN--C 0.194177
_BEKS--C 9.126726 _BNII--C -1.037407 _BKSW--C 1.450179 _BMRI--C -0.273003 _MAYA--C -1.886382 _MEGA--C -2.318983
_BBNI--C 0.705205 _BNGA--C -0.712500 _BBNP--C -2.077937 _NISP--C -1.670224
_PNBN--C -0.224890 _BNLI--C -1.314390 _BBRI--C 0.094990 _BSWD--C -1.054812 _BVIC--C -0.250917
Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared 0.742208 Mean dependent var 4.204631
Adjusted R-squared 0.691494 S.D. dependent var 2.763598 S.E. of regression 1.725576 Sum squared resid 363.2688 F-statistic 14.63538 Durbin-Watson stat 1.569287 Prob(F-statistic) 0.000000
Unweighted Statistics R-squared 0.725931 Mean dependent var 3.212449 Sum squared resid 386.2049 Durbin-Watson stat 1.562663