Analisis Penerapan Basel Accord terhadap Portofolio Investasipada Bank pembangunan Daerah

Lampiran 1 : Pemilihan Bank Melalui Kriteria Berdasarkan Purposive
Sampling
No

Nama Bank

Kriteria 1

Kriteria 2







-

Yang memenuhi
kriteria 1 dan 2



1

PT. BPD Aceh

2

PT. BPD Bali

3

PT. BPD Bengkulu

4

PT. Bank DKI

5

PT. BPD Jambi


6

PT. BPD Jawa Tengah

7

PT. BPD Jawa Barat dan Banten, Tbk

8

PT. BPD Jawa Timur, Tbk

9

PT. BPD Kalimantan Tengah

10

PD.BPD Kalimantan Timur


11

PT. BPD Kalimantan Barat

12

PT. BPD Kalimantan Selatan

13

PT. BPD Lampung

14

PT. BPD Maluku

15

PT. BPD Nusa Tenggara Barat


16

PT. BPD Nusa Tenggara Timur

17

PT. BPD Papua

18

PT. BPD Riau Kepri

19

PT. BPD Sulawesi Tengah

20

PT. BPD Sulawesi Tenggara


21

PT. BPD Sulawesi Utara

22

PT. BPD Sulawesi Selatan dan Sulawesi Barat

23

PT. BPD Sumatera Barat







PT. BPD Sumatera Selatan dan Bangka














24

Belitung

25

PT. BPD Sumatera Utara


26

PT. BPD Yogyakarta






-






















-




-

































-

-

-

-






-

-

-

-





-

-

-

-

-

-

-

-





Universitas Sumatera Utara

Lampiran 2: Hasil olahan data populasi, Tabel Input Data
No.

Tahun

1

2007

2

Nama Bank

AG

CAR

IS

K

OP

PDRB

TA

PT. BPD Aceh

1.05

26.31

5.02

27

21.47

-2.36

13.05

2007

PT. BPD Bali

13.69

18.7

3.16

24

0.76

5.91

13.14

3

2007

PT. Bank DKI

11.38

15.09

5.67

12

19.63

6.44

13.07

4

2007

PT. BPD Jambi

7.02

35.73

6.53

11.19

11.19

6.82

12.19

5

2007

PT. BPD Jawa Tengah

7.59

18.94

8.91

63

5.42

5.59

13.09

6

2007

PT. BPD Jawa Barat dan Banten, Tbk

8.25

16.81

5.26

57

3

6.39

13.36

7

2007

PT. BPD Jawa Timur

11.05

34.45

6.51

35

29

6.1

13.19

8

2007

PD.BPD Kalimantan Timur

14

27.14

4.38

20

11

1.84

13.15

9

2007

PT. BPD Kalimantan Selatan

8.29

21.29

5.76

32

4

-5.67

12.53

10

2007

PT. BPD Kalimantan Barat

9.35

21.89

7.23

41

4

6.03

12.51

11

2007

PT. BPD Nusa Tenggara Barat

5.37

16.09

9.43

75

2

4.9

12.28

12

2007

PT. BPD Riau Kepri

-8.3

31.81

4.07

24

0

4.42

13.11

13

2007

PT. BPD Sumatera Barat

17.38

20.39

7.18

63

0.07

6.34

12.81

14

2007

PT. BPD Yogyakarta

22.75

16.42

6.99

44

0.46

4.31

12.48

15

2007

PT. BPD Sumatera Utara

14.09

21.1

7.44

99

0.64

6.9

12.94

16

2008

PT. BPD Aceh

16.72

26.57

6.19

35

17.98

-5.27

13.11

17

2008

PT. BPD Bali

-56.15

15.18

8.65

76

1.73

5.97

12.78

18

2008

PT. Bank DKI

13.55

17.21

4.96

12

25.81

6.22

13.13

19

2008

PT. BPD Jambi

-1.04

18.61

9.09

4.69

4.69

7.17

12.19

20

2008

PT. BPD Jawa Tengah

8.33

18.49

9.7

73

5.14

5.45

13.12

21

2008

PT. BPD Jawa Barat dan Banten, Tbk

13

15.06

7.01

63

3

5.82

13.42

22

2008

PT. BPD Jawa Timur

16.29

25.54

7.95

46

25

5.94

13.21

23

2008

PD.BPD Kalimantan Timur

15.03

25.13

5.38

30

9

4.79

13.18

24

2008

PT. BPD Kalimantan Selatan

9.44

16.49

6,998

48

5

1.26

12.57

25

2008

PT. BPD Kalimantan Barat

23.59

18.9

8.2

51

2

5.41

12.6

26

2008

PT. BPD Nusa Tenggara Barat

-2.51

14.22

11.92

89

2

2.63

12.27

27

2008

PT. BPD Riau Kepri

7.24

24.03

5.18

37

0

-1.65

13.12

28

2008

PT. BPD Sumatera Barat

6.36

18.31

8.29

73

0.7

6.36

12.83

29

2008

PT. BPD Yogyakarta

-12.03

18.97

9.84

59

1.5

5.01

12.44

30

2008

PT. BPD Sumatera Utara

0.88

16.55

10.38

73

1.38

6.39

12.95

Universitas Sumatera Utara

31

2009

PT. BPD Aceh

5.07

22.94

6.54

47

17.14

-5.58

13.14

32

2009

PT. BPD Bali

6.65

13.75

8.78

84

1.56

5.33

12.82

33

2009

PT. Bank DKI

15.34

15.13

5.23

13

17.57

5.01

13.19

34

2009

PT. BPD Jambi

13.54

29.98

9

65

2.05

6.37

12.24

35

2009

PT. BPD Jawa Tengah

11.7

20.67

1.07

71

1.84

4.7

13.17

36

2009

PT. BPD Jawa Barat dan Banten, Tbk

32.46

21.2

6.48

60

2

4.37

13.51

37

2009

PT. BPD Jawa Timur

17.45

21.38

7.96

58

11

5.01

13.24

38

2009

PD.BPD Kalimantan Timur

-11.43

22.03

6.79

55

11

2.32

13.12

39

2009

PT. BPD Kalimantan Selatan

11.1

16.09

7.41

59

4

5.01

12.61

40

2009

PT. BPD Kalimantan Barat

22.28

17.86

8.6

63

2

4.76

12.69

41

2009

PT. BPD Nusa Tenggara Barat

18.24

15.61

11.07

75

2

8.98

12.35

42

2009

PT. BPD Riau Kepri

-21.95

22.29

7.09

64

3

1.09

13.01

43

2009

PT. BPD Sumatera Barat

19.5

17.08

7.64

73

0.7

4.16

12.96

44

2009

PT. BPD Yogyakarta

26.29

18.64

8.22

56

1.7

4.38

12.54

45

2009

PT. BPD Sumatera Utara

21.32

12.28

9.93

76

1.08

5.07

13.03

46

2010

PT. BPD Aceh

-10.84

18.38

6.36

67

3.01

215.52

13.09

47

2010

PT. BPD Bali

9.08

12.79

6.66

69

1.13

257.44

12.96

48

2010

PT. Bank DKI

15.56

8.34

5.17

27

3.58

189.5

13.19

49

2010

PT. BPD Jambi

26.08

22.22

10.79

60

2.43

456.89

12.34

50

2010

PT. BPD Jawa Tengah

27.31

17.23

6.88

62

1.43

254.74

13.27

51

2010

PT. BPD Jawa Barat dan Banten, Tbk

33.86

22.85

6.07

54

0

375.89

13.64

52

2010

PT. BPD Jawa Timur

19.97

19.47

9.98

65

2

97.66

13.3

53

2010

PD.BPD Kalimantan Timur

13.96

18.58

7.32

63

3.03

53.45

13.18

54

2010

PT. BPD Kalimantan Selatan

11.91

18.09

8.59

63

0.85

197.32

12.66

55

2010

PT. BPD Kalimantan Barat

19.79

17.53

8.611

67

1.33

110.12

12.77

56

2010

PT. BPD Nusa Tenggara Barat

24.58

14.18

11.38

71

1.76

282.98

12.44

57

2010

PT. BPD Riau Kepri

26

26.67

7.94

56

5.65

278.49

13.11

58

2010

PT. BPD Sumatera Barat

26.65

14.13

8.08

69

3.5

187.99

10.03

59

2010

PT. BPD Yogyakarta

19.45

15.31

7.26

54

0.8

222.57

12.62

60

2010

PT. BPD Sumatera Utara

19.18

13.06

8.86

74

2.95

196.78

13.11

61

2011

PT. BPD Aceh

13.05

18.27

7.02

70

3.19

3.27

13.12

62

2011

PT. BPD Bali

10.49

11.73

8.74

69

0.97

6.66

13.02

Universitas Sumatera Utara

63

2011

PT. Bank DKI

19.5

9.57

4.74

25

1.79

6.73

13.29

64

2011

PT. BPD Jambi

39.8

23.47

7.06

52

2.68

7.86

12.49

65

2011

PT. BPD Jawa Tengah

22.17

15.02

5.79

59

1.17

5.3

13.36

66

2011

PT. BPD Jawa Barat dan Banten, Tbk

25.33

18.36

5.62

53

0

6.62

13.74

67

2011

PT. BPD Jawa Timur

24.85

16.53

8.02

64

3

6.44

13.39

68

2011

PD.BPD Kalimantan Timur

52.45

18.37

5.17

48

7

6.47

13.36

69

2011

PT. BPD Kalimantan Selatan

40.81

17.65

5.43

55

1

6.97

12.81

70

2011

PT. BPD Kalimantan Barat

21.42

17.74

7.09

67

1

5.5

12.85

71

2011

PT. BPD Nusa Tenggara Barat

25.63

12.89

9.06

76

2

-3.9

12.54

72

2011

PT. BPD Riau Kepri

31.46

20.62

6.04

51

3

5.88

13.23

73

2011

PT. BPD Sumatera Barat

25.1

12.6

7.12

71

0.9

6.34

13.11

74

2011

PT. BPD Yogyakarta

15.26

13.07

6.3

61

0.71

5.21

12.68

75

2011

PT. BPD Sumatera Utara

48.48

14.66

5.97

62

15.89

6.66

13.28

76

2012

PT. BPD Aceh

13.49

17.82

6.35

71

3.4

3.85

13.13

77

2012

PT. BPD Bali

12.53

16.79

9.56

67

0.82

6.96

13.1

78

2012

PT. Bank DKI

26.62

12.30

4.54

21

50.67

6.53

13.43

79

2012

PT. BPD Jambi

18.62

24.41

6.09

61

1.3

7.03

12.56

80

2012

PT. BPD Jawa Tengah

15.23

14.38

6.75

68

1.02

5.34

13.42

81

2012

PT. BPD Jawa Barat dan Banten, Tbk

30.11

18.11

5.16

54

3

6.57

13.85

82

2012

PT. BPD Jawa Timur

29.11

26.56

6.73

64

3

6.64

13.46

83

2012

PD.BPD Kalimantan Timur

38.05

20.83

6.13

45

7

5.48

13.5

84

2012

PT. BPD Kalimantan Selatan

46.86

18.22

3.92

49

1

5.97

12.98

85

2012

PT. BPD Kalimantan Barat

17.79

16.87

8.39

71

1

5.91

12.92

86

2012

PT. BPD Nusa Tenggara Barat

18.71

12.92

9.74

73

1

-1.54

12.61

87

2012

PT. BPD Riau Kepri

16.83

19.56

5.34

51

4

4.63

13.29

88

2012

PT. BPD Sumatera Barat

11.44

15.12

6.35

76

0.9

6.31

13.16

89

2012

PT. BPD Yogyakarta

16.7

14.40

6.99

60

5.1

5.37

12.75

90

2012

PT. BPD Sumatera Utara

5.35

13.24

7.73

75

3.7

6.45

13.3

91

2013

PT. BPD Aceh

15.25

17.56

5.6

66.87

2.42

2.83

13.18

92

2013

PT. BPD Bali

14.37

18.71

6.98

71

0.09

6.69

13

93

2013

PT. Bank DKI

30.75

14.21

5.41

21

2.81

6.11

13.49

94

2013

PT. BPD Jambi

16.58

28.1

7.35

73

7.03

7.07

12.63

Universitas Sumatera Utara

95

2013

PT. BPD Jawa Tengah

15.9

15.45

6.86

70

0.88

5.14

13.49

96

2013

PT. BPD Jawa Barat dan Banten, Tbk

16.56

16.51

6.74

69

5

6.52

12.85

97

2013

PT. BPD Jawa Timur

33.05

23.72

7.48

67

4

6.08

13.52

98

2013

PD.BPD Kalimantan Timur

-13.51

19.03

8.95

67

2.09

-6.66

13.44

99

2013

PT. BPD Kalimantan Selatan

0.05

17.92

5.73

65

1.79

5.35

12.98

100

2013

PT. BPD Kalimantan Barat

14.87

16.99

8.76

73

0.8

6.04

12.98

101

2013

PT. BPD Nusa Tenggara Barat

4.88

17.21

9.6

76

2.49

5.15

12.64

102

2013

PT. BPD Riau Kepri

-1.92

18.68

6.72

61

5.31

3.63

13.29

103

2013

PT. BPD Sumatera Barat

12.99

15.59

5.87

75

0.5

6.02

13.21

104

2013

PT. BPD Yogyakarta

16.27

15.69

6.61

63

3.2

5.49

12.81

105

2013

PT. BPD Sumatera Utara

7.66

14.46

8.43

77

1.8

6.08

13.33

106

2014

PT. BPD Aceh

16.37

17.79

5.95

67.87

2.4

1.65

13.21

107

2014

PT. BPD Bali

18.27

20.71

6.2

69

0.73

6.72

13.26

108

2014

PT. Bank DKI

36.44

17.96

5.35

21

2.38

5.95

13.22

109

2014

PT. BPD Jambi

35.16

27.11

5.79

64

12.6

7.76

12.76

110

2014

PT. BPD Jawa Tengah

15.61

14.17

6.02

73

1.11

5.42

13.55

111

2014

PT. BPD Jawa Barat dan Banten, Tbk

6.87

16.39

5.88

71

2

20.96

13.88

112

2014

PT. BPD Jawa Timur

37.99

22.17

7.58

69

4

5.85

13.58

113

2014

PD.BPD Kalimantan Timur

6.59

18.06

4.44

60.98

3

1.4

13.47

114

2014

PT. BPD Kalimantan Selatan

14.26

21.12

6.22

65

3

4.85

13.03

115

2014

PT. BPD Kalimantan Barat

16.33

19.21

8.12

73

2

5.02

13.05

116

2014

PT. BPD Nusa Tenggara Barat

34.45

19.34

7.97

70

3

5.05

12.76

117

2014

PT. BPD Riau Kepri

17.44

18.27

5.94

58

6

3.67

13.36

118

2014

PT. BPD Sumatera Barat

10.95

15.76

5.61

75

1.3

5.85

13.26

119

2014

PT. BPD Yogyakarta

19.89

16.6

7.02

66

3.77

5.18

12.89

120

2014

PT. BPD Sumatera Utara

8.81

14.38

7.25

74

0.86

5.23

13.37

Universitas Sumatera Utara

Lampiran 3 : Statistik Deskriptif Variabel Penelitian

Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis

AG
15.70150
15.58500
52.45000
-56.15000
14.06181
-1.001540
8.260301

CAR
18.56775
17.94000
35.73000
8.340000
4.712511
1.087348
4.774570

IS
7.056667
6.985000
11.92000
1.070000
1.762982
0.127090
3.604264

K
64.92917
66.96000
150.4200
20.73000
17.06511
0.605639
7.700772

OP
4.437186
2.315000
50.67000
0.000000
6.795292
3.856941
21.86238

PDRB
32.41158
5.910000
456.8900
-6.660000
81.26389
3.114602
12.47811

TA
13.00308
13.11000
13.88000
10.03000
0.455655
-2.395127
16.43190

Jarque-Bera
Probability

158.4155
0.000000

39.39199
0.000000

2.148708
0.341518

117.8223
0.000000

2076.467
0.000000

643.1875
0.000000

1016.813
0.000000

Sum
Sum Sq. Dev.

1884.180
23530.40

2228.130
2642.724

846.8000
369.8647

7791.500
34654.93

532.4623
5494.943

3889.390
785854.6

1560.370
24.70696

Observations

120

120

120

120

120

120

120

Universitas Sumatera Utara

Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 1

1.

Uji Chow dengan variable CAR

Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test

Statistic

Cross-section F
Cross-section Chi-square

1.376952
20.961560

d.f.

Prob.

(14,101)
14

0.1783
0.1026

Cross-section fixed effects test equation:
Dependent Variable: TA
Method: Panel Least Squares
Date: 03/25/16 Time: 22:07
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CAR
IS
AG
PDRB

13.90346
-0.008820
-0.104534
0.001128
-0.000514

0.252461
0.008249
0.022974
0.002806
0.000488

55.07176
-1.069168
-4.550183
0.402157
-1.053583

0.0000
0.2872
0.0000
0.6883
0.2943

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

0.187753
0.159501
0.417739
20.06815
-62.97116
6.645642
0.000076

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

13.00308
0.455655
1.132853
1.248998
1.180020
1.824167

Universitas Sumatera Utara

Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman pada
Hipotesis 2

1.

Uji Chow dengan variable CAR

Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test

Statistic

Cross-section F
Cross-section Chi-square

2.279227
32.945459

d.f.

Prob.

(14,101)
14

0.0095
0.0029

Cross-section fixed effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:34
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CAR
IS
AG
PDRB

48.18586
-1.115230
4.627794
0.254709
0.024513

7.920688
0.258802
0.720772
0.088025
0.015315

6.083544
-4.309196
6.420611
2.893590
1.600618

0.0000
0.0000
0.0000
0.0046
0.1122

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

0.429993
0.410166
13.10611
19753.57
-476.4885
21.68794
0.000000

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

64.92917
17.06511
8.024808
8.140954
8.071975
1.664906

Universitas Sumatera Utara

2.

Uji Hausman dengan variable CAR

Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.

Test Summary
Cross-section random

5.158528

Prob.

4

0.2714

Random

Var(Diff.)

Prob.

-0.989009
4.658540
0.270089
0.021149

0.008425
0.047731
0.001659
0.000172

0.1322
0.8467
0.7957
0.5761

Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB

Fixed
-0.850827
4.616296
0.280637
0.013820

Cross-section random effects test equation:
Dependent Variable: K
Method: Panel Least Squares
Date: 03/25/16 Time: 22:37
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CAR
IS
AG
PDRB

43.29709
-0.850827
4.616296
0.280637
0.013820

7.839204
0.270875
0.728814
0.097939
0.021300

5.523149
-3.141039
6.333985
2.865427
0.648845

0.0000
0.0022
0.0000
0.0051
0.5179

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)

0.566841
0.489645
12.19117
15011.08
-460.0158
7.342830
0.000000

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

64.92917
17.06511
7.983596
8.424949
8.162831
2.182445

Universitas Sumatera Utara

Lampiran 4: Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
pada Hipotesis 3

1.

Uji Chow dengan variable CAR

Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test

Statistic

Cross-section F
Cross-section Chi-square

1.805851
26.807557

d.f.

Prob.

(14,101)
14

0.0476
0.0204

Cross-section fixed effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:01
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CAR
IS
AG
PDRB

3.991261
0.306732
-0.713451
0.008932
-0.006644

4.060801
0.132683
0.369527
0.045129
0.007852

0.982875
2.311759
-1.930714
0.197925
-0.846160

0.3277
0.0226
0.0560
0.8435
0.3992

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

0.102292
0.071067
6.719279
5192.101
-396.3167
3.276004
0.013899

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

4.576917
6.971569
6.688612
6.804758
6.735780
2.271355

Universitas Sumatera Utara

2.

Uji Hausman dengan variable CAR

Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Chi-Sq.
Statistic Chi-Sq. d.f.

Test Summary
Cross-section random

6.712375

Prob.

4

0.1519

Random

Var(Diff.)

Prob.

0.283009
-0.664411
0.028411
-0.006108

0.003008
0.016565
0.000582
0.000056

0.1771
0.3565
0.0313
0.5126

Cross-section random effects test comparisons:
Variable
CAR
IS
AG
PDRB

Fixed
0.208986
-0.545743
0.080364
-0.001192

Cross-section random effects test equation:
Dependent Variable: OP
Method: Panel Least Squares
Date: 03/25/16 Time: 23:02
Sample: 2007 2014
Periods included: 8
Cross-sections included: 15
Total panel (balanced) observations: 120
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
CAR
IS
AG
PDRB

3.324434
0.208986
-0.545743
0.080364
-0.001192

4.123136
0.142470
0.383330
0.051512
0.011203

0.806288
1.466879
-1.423692
1.560086
-0.106390

0.4220
0.1455
0.1576
0.1219
0.9155

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)

0.282015
0.154057
6.412111
4152.631
-382.9130
2.203971
0.007059

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

4.576917
6.971569
6.698549
7.139902
6.877785
2.713167

Universitas Sumatera Utara