Faktor yang Mempengaruhi Capital Buffer Perbankan di Bursa Efek Indonesia
Kode
AGRO
AGRS
ARTO
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BGTB
BINA
BJBR
BJTM
BKSW
LAMPIRAN 1
Daftar Populasi dan Sampel Perusahaan Jasa
Sektor Keuangan
Sub Sektor Bank
Nama Perusahaan
Kriteria
1
2
3
Bank Rakyat Indonesia Agro Naga Tbk
d.h Bank Agro Niaga
Bank Agris Tbk
X
X
d.h Bank Finconesia
Bank Artos Indonesia Tbk
X
X
Bank MNC Internasional Tbk
d.h ICB Bumiputera Tbk
d.h Bank Bumiputera Indonesia Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
X
X
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
X
X
Bank Negara Indonesia (Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk
Bank Yudha Bhakti Tbk
X
X
Bank J Trust Indonesia Tbk
d.h Bank Mutiara Tbk
d.h Bank Century Tbk
d.h Bank Century Intervest Corp Tbk/
Bank CIC Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
d.h Bank Eksekutif Internasional Tbk
Bank Ganesha Tbk
X
X
Bank Ina Perdana Tbk
X
X
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur
X
X
Tbk
Bank QNB Indonesia Tbk
d.h Bank QNB Kesawan Tbk
d.h Bank Kesawan Tbk
Sampel
1
2
3
4
5
6
7
8
9
10
11
12
13
14
Universitas Sumatera Utara
Lanjutan Lampiran 1
Kode
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
Nama perusahaan
Bank Maspion Indonesia Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
d.h Bank Niaga Tbk
Bank Maybank Indonesia Tbk
d.h BII Maybank Tbk
d.h Bank Internasional Indonesia Tbk
Bank Permata Tbk
d.h Bank Bali
Bank Sinar Mas Tbk
d.h Bank Shinta Indonesia
Bank of India Indonesia Tbk
d.h Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria International Tbk
Bank Dinar Indonesia Tbk
d.h Bank Liman International
Bank Artha Graha International Tbk
d.h Bank Interpacific Tbk
Bank Mayapada International Tbk
Bank Windu Kentjana International Tbk
d.h Bank Multicor InternationalTbk
Bank Mega Tbk
Bank Mitraniaga Tbk
Bank OCBC NISP Tbk
d.h Bank NISP Tbk
Bank Nationalnobu Tbk
d.h Bank Alfindo Sejahtera
Bank Pan Indonesia Tbk
Bank Panin Syariah Tbk
d.h Bank Harta
Bank Woori Saudara Indonesia 1906 Tbk
d.h Bank Himpunan Saudara 1906 Tbk
1
X
Kriteria
2
3
X
Sampel
15
16
17
18
19
20
21
22
23
X
X
24
25
26
27
X
X
28
X
X
29
X
X
30
Universitas Sumatera Utara
LAMPIRAN 2
Capital Buffer Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
BUFF (%)
2012
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
2013
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
2014
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
2015
14,12
9,83
9,70
10,70
5,56
11,50
10,07
12,59
8,97
7,49
11,70
0,02
7,85
8,18
10,60
17,57
8,28
7,17
7,00
6,37
15,85
15,80
11,30
7,20
4,97
13,50
14,85
9,32
12,13
10,82
Universitas Sumatera Utara
LAMPIRAN 3
Return on Equity Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
8,879913
0,145131
7,253705
22,5789
16,71003
16,19299
12,91928
28,80152
13,26977
11,70429
14,32847
7,163887
19,85914
-3,41792
21,17813
10,93119
18,83155
13,29221
10,94897
12,4839
14,7139
25,58837
13,99211
6,883144
14,2647
12,69824
21,98627
10,22687
13,54582
22,09292
ROE (%)
2013
2014
6,315478
6,640126
-10,6507
-4,423884
7,776893
7,707545
22,87108
21,80493
15,24664
9,888334
19,01423
17,74606
9,999449
8,481848
26,8354
24,79582
13,51562
9,352812
-82,6185
-66,43994
13,31349
8,218213
12,748
-18,64003
20,48724
15,81163
0,305427
5,365292
21,20713
19,70039
9,95707
8,607301
16,65689
8,239334
13,04517
4,98195
12,25234
9,294385
8,036227
4,896537
17,91646
19,12579
21,50918
16,14028
15,02654
6,006209
8,607588
4,175985
16,21775
15,4358
7,62744
4,332316
8,491024
8,149211
8,43969
8,914872
12,7813
11,25038
21,40113
3,536466
2015
5,951726
0,478748
8,62176
20,12385
12,79363
11,65379
5,593257
22,46237
13,35498
-67,7261
7,216133
-106,595
17,80231
6,437053
17,70196
4,615648
2,337836
7,263816
1,313528
5,045576
-4,0065
12,90955
4,450653
2,577727
14,22094
4,765967
9,143006
9,145106
5,089918
6,412825
Universitas Sumatera Utara
LAMPIRAN 4
Non Performing Loan Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
NPL (%)
2012
3,68
5,78
2,11
0,40
2,83
2,84
0,58
1,78
4,09
3,90
2,30
9,95
2,07
0,73
1,74
0,63
2,29
1,70
1,37
3,18
1,40
0,60
2,24
0,80
3,02
1,98
2,09
0,91
1,69
1,99
2013
2,27
4,88
0,37
0,40
2,78
2,17
0,45
1,55
4,05
12,28
1,90
6,75
2,83
0,23
1,60
0,21
2,23
2,11
1,04
2,50
1,59
0,70
0,70
1,76
1,04
1,69
2,18
0,73
2,13
0,48
2014
2,02
5,88
0,34
0,60
2,25
1,96
1,41
1,69
4,01
12,24
2,30
6,94
4,15
0,31
1,66
0,25
3,90
2,23
1,70
3,00
1,17
0,70
3,52
1,69
1,46
2,71
2,09
1,34
2,01
2,51
2015
1,90
2,97
0,79
0,70
2,66
2,70
3,98
2,02
3,42
3,71
3,00
5,94
2,91
2,59
2,29
0,78
3,74
3,67
2,70
3,95
8,90
0,70
4,48
1,25
2,52
1,98
2,81
1,30
2,44
1,98
Universitas Sumatera Utara
LAMPIRAN 5
Lag of Capital Buffer Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
8,39
2,12
13,58
4,70
4,71
9,63
5,45
6,96
7,03
1,41
9,60
4,02
10,36
37,75
7,34
11,96
5,16
3,83
6,07
13,82
15,19
12,50
6,86
4,65
6,68
3,67
3,86
5,75
9,50
5,38
BUFFt-1 (%)
2013
2014
6,80
13,60
3,21
5,09
10,00
12,13
6,20
7,70
8,34
7,10
8,67
7,09
4,17
7,75
8,95
8,99
9,69
7,62
2,09
6,03
10,90
9,90
5,27
3,56
10,11
8,51
19,76
10,74
7,48
6,93
11,18
8,99
7,16
7,36
4,83
4,74
7,86
6,28
10,09
13,82
13,10
7,26
13,50
15,10
9,96
9,95
8,45
9,31
2,93
6,07
7,36
2,68
8,83
7,74
8,49
11,28
6,67
7,32
2,35
19,91
2015
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
Universitas Sumatera Utara
LAMPIRAN 6
Loans to Total Assets Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
62,6481
67,8396
49,9740
57,9642
67,8870
60,2281
71,6570
65,6598
67,4825
73,1495
74,8329
73,5917
54,1110
68,2270
61,1735
64,3304
89,8407
69,8410
71,0978
84,8786
72,2737
65,7370
52,8185
73,9934
71,1631
69,6442
43,5930
66,8380
61,4829
216,4987
LOTA (%)
2013
2014
72,1499
73,4871
65,8713
64,9880
52,4324
51,2050
62,8541
62,6519
68,6342
68,7438
64,8221
66,6441
70,7639
70,8764
71,6091
63,6792
70,4323
73,5022
76,3703
61,8202
73,4428
71,0123
75,4787
72,7609
68,9171
71,2051
74,1781
72,4298
64,4435
61,9823
69,8876
68,5749
80,5895
67,3282
72,5668
74,1474
71,3779
70,8853
79,2039
79,7112
71,3433
60,7124
66,1460
69,2701
57,7336
57,3168
72,4028
72,5322
73,5971
71,8452
69,2652
70,7141
45,4440
50,4836
65,6005
66,3006
62,7757
64,8428
79,0358
68,8054
2015
72,2640
58,0643
49,7432
65,2188
68,7348
64,1188
75,2074
66,1518
74,3458
71,0526
68,7914
69,2902
68,1954
80,7073
65,4303
65,6969
60,8749
71,3929
68,8973
80,2231
59,0193
72,2947
55,1586
68,1256
72,3821
71,9678
47,4870
71,2805
64,2985
68,8110
Universitas Sumatera Utara
LAMPIRAN 7
Bank Size Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
22,11955
15,82155
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
16,53944
11,95627
15,85451
18,07595
15,35123
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
16,65847
15,68695
11,03342
18,18675
11,91216
14,69252
SIZE (%)
2013
2014
22,35764
22,57773
15,91533
16,05948
15,78113
16,04042
13,11604
13,22340
11,14829
11,27787
12,86529
12,93982
16,11667
16,06352
13,34727
13,59484
11,78425
11,88160
16,49489
16,35624
12,12453
12,18496
16,01210
16,01726
18,07760
18,14442
16,21806
16,85234
20,41279
20,56666
15,21316
15,45556
19,20397
19,26725
18,76144
18,78091
18,92650
19,03778
16,67470
16,87232
15,09682
15,46429
18,05975
18,13379
16,76798
16,87726
16,86971
16,97093
16,99472
17,40443
15,88455
16,09479
11,10339
11,10619
18,39547
18,45132
12,00879
12,05896
15,64358
16,61479
2015
22,84726
16,31177
16,31360
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
16,39448
12,14450
15,60179
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
19,02330
17,14301
15,62175
18,21045
16,96185
17,03915
17,67215
16,12697
11,13057
18,60700
12,11790
16,81222
Universitas Sumatera Utara
BUFF
ROE
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
8,879913
0,145131
7,253705
22,5789
16,71003
16,19299
12,91928
28,80152
13,26977
11,70429
14,32847
7,163887
19,85914
-3,41792
21,17813
10,93119
18,83155
13,29221
10,94897
12,4839
14,7139
25,58837
13,99211
6,883144
14,2647
12,69824
21,98627
10,22687
13,54582
22,09292
6,315478
-10,6507
7,776893
22,87108
15,24664
19,01423
9,999449
26,8354
LAMPIRAN 8
Data Sebelum Transformasi
NPL
BUFFt-1
LOTA
3,68
5,78
2,11
0,40
2,83
2,84
0,58
1,78
4,09
3,90
2,30
9,95
2,07
0,73
1,74
0,63
2,29
1,70
1,37
3,18
1,40
0,60
2,24
0,80
3,02
1,98
2,09
0,91
1,69
1,99
2,27
4,88
0,37
0,40
2,78
2,17
0,45
1,55
8,39
2,12
13,58
4,70
4,71
9,63
5,45
6,96
7,03
1,41
9,60
4,02
10,36
37,75
7,34
11,96
5,16
3,83
6,07
13,82
15,19
12,50
6,86
4,65
6,68
3,67
3,86
5,75
9,50
5,38
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
62,65
67,84
49,97
57,96
67,89
60,23
71,66
65,66
67,48
73,15
74,83
73,59
54,11
68,23
61,17
64,33
89,84
69,84
71,10
84,88
72,27
65,74
52,82
73,99
71,16
69,64
43,59
66,84
61,48
216,50
72,15
65,87
52,43
62,85
68,63
64,82
70,76
71,61
SIZE
22,11955
29,63706
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
16,53944
11,95627
15,85451
18,07595
15,35123
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
16,65847
15,68695
11,03342
18,18675
11,91216
14,69252
22,35764
15,91533
15,78113
13,11604
11,14829
12,86529
16,11667
13,34727
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
13,51562
-82,6185
13,31349
12,748
20,48724
0,305427
21,20713
9,95707
16,65689
13,04517
12,25234
8,036227
17,91646
21,50918
15,02654
8,607588
16,21775
7,62744
8,491024
8,43969
12,7813
21,40113
6,640126
-4,42388
7,707545
21,80493
9,888334
17,74606
8,481848
24,79582
9,352812
-66,4399
8,218213
-18,64
15,81163
5,365292
19,70039
8,607301
8,239334
4,05
12,28
1,90
6,75
2,83
0,23
1,60
0,21
2,23
2,11
1,04
2,50
1,59
0,70
0,70
1,76
1,04
1,69
2,18
0,73
2,13
0,48
2,02
5,88
0,34
0,60
2,25
1,96
1,41
1,69
4,01
12,24
2,30
6,94
4,15
0,31
1,66
0,25
3,90
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
70,43
76,37
73,44
75,48
68,92
74,18
64,44
69,89
80,59
72,57
71,38
79,20
71,34
66,15
57,73
72,40
73,60
69,27
45,44
65,60
62,78
79,04
73,49
64,99
51,20
62,65
68,74
66,64
70,88
63,68
73,50
61,82
71,01
72,76
71,21
72,43
61,98
68,57
67,33
11,78425
16,49489
12,12453
16,01210
18,07760
16,21806
20,41279
15,21316
19,20397
18,76144
18,92650
16,67470
15,09682
18,05975
16,76798
16,86971
16,99472
15,88455
11,10339
18,39547
12,00879
15,64358
22,57773
16,05948
16,04042
13,22340
11,27787
12,93982
16,06352
13,59484
11,88160
16,35624
12,18496
16,01726
18,14442
16,85234
20,56666
15,45556
19,26725
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
14,12
9,83
9,70
10,70
5,56
11,50
10,07
12,59
8,97
7,49
11,70
0,02
7,85
8,18
10,60
17,57
8,28
7,17
7,00
6,37
15,85
15,80
11,30
7,20
4,97
13,50
4,98195
9,294385
4,896537
19,12579
16,14028
6,006209
4,175985
15,4358
4,332316
8,149211
8,914872
11,25038
3,536466
5,951726
0,478748
8,62176
20,12385
12,79363
11,65379
5,593257
22,46237
13,35498
-67,7261
7,216133
-106,595
17,80231
6,437053
17,70196
4,615648
2,337836
7,263816
1,313528
5,045576
-4,0065
12,90955
4,450653
2,577727
14,22094
4,765967
2,23
1,70
3,00
1,17
0,70
3,52
1,69
1,46
2,71
2,09
1,34
2,01
2,51
1,90
2,97
0,79
0,70
2,66
2,70
3,98
2,02
3,42
3,71
3,00
5,94
2,91
2,59
2,29
0,78
3,74
3,67
2,70
3,95
8,90
0,70
4,48
1,25
2,52
1,98
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
74,15
70,89
79,71
60,71
69,27
57,32
72,53
71,85
70,71
50,48
66,30
64,84
68,81
72,26
58,06
49,74
65,22
68,73
64,12
75,21
66,15
74,35
71,05
68,79
69,29
68,20
80,71
65,43
65,70
60,87
71,39
68,90
80,22
59,02
72,29
55,16
68,13
72,38
71,97
18,78091
19,03778
16,87232
15,46429
18,13379
16,87726
16,97093
17,40443
16,09479
11,10619
18,45132
12,05896
16,61479
22,84726
16,31177
16,31360
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
16,39448
12,14450
15,60179
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
19,02330
17,14301
15,62175
18,21045
16,96185
17,03915
17,67215
16,12697
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
14,85
9,32
12,13
10,82
9,143006
9,145106
5,089918
6,412825
2,81
1,30
2,44
1,98
7,23
10,74
9,30
13,71
47,49
71,28
64,30
68,81
11,13057
18,60700
12,11790
16,81222
LAMPIRAN 9
Data Setelah Transformasi
BUFF
ROE
1,916923
2,302585
1,824549
2,121063
2,159869
1,427916
2,191654
2,271094
2,388763
1,66203
2,313525
2,012233
2,414126
1,96851
1,574846
2,061787
2,311545
2,572612
2,60269
2,298577
2,134166
1,99606
2,138889
1,89762
2,61007
1,627278
2,495682
2,04122
2,183792
1,981512
3,117016
2,816009
2,784579
2,55872
3,360428
2,585489
2,662249
1,969053
2,988664
3,052969
2,39162
2,935534
2,587178
2,393245
2,524439
2,688793
3,242138
2,638494
1,929075
2,541463
2,325019
2,606078
1,843004
2,365626
2,051157
3,129873
Transformasi Data Outliers
NPL
BUFFt-1
1,302913
0,746688
-0,91629
1,040277
1,043804
-0,54473
0,576613
1,408545
0,832909
2,297573
0,727549
0,553885
-0,46204
0,828552
0,530628
0,314811
1,156881
0,336472
-0,51083
0,806476
-0,22314
0,683097
-0,09431
0,524729
0,81978
1,585145
-0,99425
-0,91629
2,127041
2,608598
1,547563
1,549688
2,264883
1,695616
1,940179
1,950187
2,261763
1,391282
2,337952
1,993339
2,481568
1,640937
1,342865
1,803359
2,626117
2,720637
2,525729
1,925707
1,536867
1,300192
1,7492
2,251292
1,916923
1,166271
2,302585
1,824549
LOTA
SIZE
4,137534
3,911504
4,059826
4,217845
4,098139
4,271891
4,184487
4,211868
4,315258
4,298532
3,991038
4,113714
4,164033
4,498039
4,246221
4,264056
4,441222
4,280461
4,185662
3,966862
4,303976
4,243399
4,202271
4,11876
4,278746
4,187703
3,959524
4,140816
22,11955
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
11,95627
15,85451
18,07595
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
15,68695
18,18675
11,91216
22,35764
15,91533
15,78113
13,11604
Universitas Sumatera Utara
Lanjutan Lampiran 9
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
1,960095
1,958685
2,047693
2,196113
2,030776
2,292535
1,269761
2,141242
1,93586
1,99606
1,556037
1,83737
2,626117
1,98238
2,714695
2,297573
2,231089
1,803359
2,423031
1,99061
2,403335
2,281361
2,131797
2,186051
1,824549
2,10657
2,145931
2,333114
1,893112
2,282382
2,089392
1,960095
2,151762
2,025513
2,048982
1,722767
2,339881
2,000128
2,721295
2,724359
2,945188
2,30253
3,289722
2,603846
2,588778
2,545374
3,019802
3,054337
2,812824
2,568418
2,505717
2,08396
2,88572
3,06848
2,709818
2,152644
2,786106
2,132946
2,547983
1,893131
1,487018
2,0422
3,082136
2,291356
2,876163
2,137928
3,210675
2,235677
2,106353
2,760746
1,679951
2,980638
2,108919
1,605821
2,229411
1,588528
2,951038
2,781318
1,022451
0,774727
-0,79851
0,438255
1,398717
0,641854
1,909543
1,040277
0,470004
0,802002
0,746688
0,039221
0,916291
0,463734
-0,35667
-0,35667
0,565314
0,039221
-0,31471
0,756122
0,703098
1,771557
-1,07881
-0,51083
0,81093
0,672944
0,34359
0,524729
1,388791
0,832909
1,423108
-1,17118
0,506818
1,360977
0,802002
0,530628
1,098612
0,157004
-0,35667
2,121063
2,159869
1,427916
2,191654
2,271094
2,388763
1,66203
2,313525
2,012233
1,96851
1,574846
2,061787
2,311545
2,572612
2,60269
2,298577
2,134166
1,075002
2,138889
1,89762
2,61007
1,627278
2,495682
2,04122
1,960095
1,958685
2,047693
2,196113
2,030776
2,292535
2,141242
2,373975
1,93586
1,99606
1,556037
1,83737
2,626117
1,98238
2,714695
4,228791
4,171647
4,25935
4,271222
4,254651
4,296507
4,323851
4,232904
4,165789
4,389369
4,284508
4,267989
4,372025
4,267504
4,191864
4,05584
4,282245
4,298605
4,183583
4,139568
4,29711
4,174203
3,935837
4,137595
4,230386
4,199367
4,260938
4,153858
4,297316
4,262853
4,265564
4,282618
4,126849
4,209579
4,306055
4,261063
4,378409
4,106148
4,238013
11,14829
12,86529
16,11667
13,34727
11,78425
12,12453
16,01210
18,07760
20,41279
19,20397
18,76144
18,92650
16,67470
15,09682
18,05975
16,76798
16,86971
16,99472
18,39547
12,00879
22,57773
16,05948
16,04042
13,22340
11,27787
12,93982
16,06352
13,59484
11,88160
12,18496
18,14442
16,85234
20,56666
19,26725
18,78091
19,03778
16,87232
15,46429
18,13379
Universitas Sumatera Utara
Lanjutan Lampiran 9
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
2,336987
2,073172
1,978239
2,373975
2,230014
2,618125
2,647592
2,370244
1,715598
2,442347
2,309561
2,532903
2,193886
2,459589
2,060514
2,101692
2,360854
2,866193
2,113843
1,969906
1,851599
2,76317
2,76001
2,424803
1,974081
2,60269
2,232163
2,495682
2,381396
1,792794
1,42935
2,097921
2,187721
2,420402
1,263128
1,783681
3,001906
2,548947
2,455631
1,721562
3,111841
2,591889
1,976319
2,879328
1,862071
2,873675
1,529452
0,849226
1,982905
1,618512
1,387918
2,557967
1,493051
0,946908
1,5615
2,213219
1,627262
1,8583
1,258461
0,524729
0,737164
0,29267
0,698135
0,920283
0,641854
-0,35667
0,978326
0,993252
1,381282
0,703098
1,229641
1,098612
1,068153
0,951658
0,828552
-0,24846
1,319086
1,300192
1,373716
2,186051
-0,35667
1,499623
0,223144
0,683097
0,262364
0,891998
0,683097
2,297573
2,231089
2,046402
2,423031
1,99061
2,991222
2,403335
2,186051
1,824549
2,10657
2,145931
2,333114
1,893112
2,282382
2,089392
1,960095
2,151762
1,95586
2,025513
2,048982
2,339881
2,000128
2,721295
2,336987
2,073172
2,841998
2,373975
2,230014
2,618125
4,048595
4,284031
3,921649
4,194198
4,171966
4,231282
4,280326
4,177748
4,230256
4,160738
4,32025
4,191953
4,308727
4,231078
4,222377
4,390829
4,180986
4,185052
4,10882
4,268198
4,384812
4,077864
4,280751
4,010212
4,221352
4,276219
4,266623
4,163536
4,231364
16,87726
16,97093
11,10619
18,45132
12,05896
16,61479
22,84726
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
12,14450
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
17,14301
15,62175
18,21045
16,96185
17,03915
16,12697
18,60700
12,11790
16,81222
Universitas Sumatera Utara
LAMPIRAN 10
Uji Normalitas dengan Uji Jarque-Bera Sebelum Transformasi Data Outlier
LAMPIRAN 11
Uji Normalitas dengan Uji Jarque-Bera Setelah Transformasi Data Outlier
LAMPIRAN 12
Uji Multikolinearitas dengan Matriks Korelasi
ROE
NPL
BUFFT_1
LOTA
SIZE
ROE
1.000000
-0.247467
-0.126689
-0.057887
-0.201932
NPL
-0.247467
1.000000
-0.111413
0.197138
-0.048425
BUFFT_1
-0.126689
-0.111413
1.000000
-0.082502
0.043852
LOTA
-0.057887
0.197138
-0.082502
1.000000
0.154683
SIZE
-0.201932
-0.048425
0.043852
0.154683
1.000000
Universitas Sumatera Utara
LAMPIRAN 13
Uji Heteroskedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser
F-statistic
Obs*R-squared
Scaled explained SS
1.201092
6.005120
6.002474
Prob. F(5,90)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.3151
0.3057
0.3060
Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 02/22/17 Time: 07:15
Sample: 1 96
Included observations: 96
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
ROE
NPL
BUFFT_1
LOTA
SIZE
0.275500
-0.059600
-0.017141
-0.061521
0.051585
-0.001924
0.602320
0.028484
0.022109
0.040723
0.141094
0.005238
0.457398
-2.092407
-0.775275
-1.510744
0.365605
-0.367225
0.6485
0.0392
0.4402
0.1344
0.7155
0.7143
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.062553
0.010473
0.144397
1.876539
52.65802
1.201092
0.315141
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.181571
0.145159
-0.972042
-0.811770
-0.907258
1.845954
Universitas Sumatera Utara
LAMPIRAN 14
Uji Autokorelasi dengan Uji Durbin-Watson
Log likelihood
F-statistic
Prob(F-statistic)
4.370443
0.085928
0.998899
Hannan-Quinn criter.
Durbin-Watson stat
0.161995
1.977689
LAMPIRAN 15
Statistik Deskriptif BUFF, ROE, NPL, BUFFt-1, LOTA, Size
Perusahaan Perbankan di Indonesia
BUFF
ROE
NPL
BUFFT_1
LOTA
SIZE
Mean
9.184479
11.87438
2.286146
8.696042
67.89820
16.06316
Median
8.575000
11.95306
2.020000
8.280000
68.73929
16.30321
Maximum
17.57000
28.80152
9.950000
19.91000
89.84074
22.84726
Minimum
3.560000
-10.65070
0.310000
2.930000
49.97405
11.09270
Std. Dev.
2.794095
6.919451
1.623466
3.163775
7.202037
2.946396
Skewness
0.674406
-0.085166
2.093127
0.811229
-0.162737
0.049189
Kurtosis
3.246763
3.476720
9.575038
3.948620
3.760438
2.317669
Jarque-Bera
7.520753
1.025100
243.0234
14.12900
2.736797
1.901015
Probability
0.023275
0.598966
0.000000
0.000855
0.254514
0.386545
Sum
881.7100
1139.941
219.4700
834.8200
6518.227
1542.063
Sum Sq. Dev.
741.6620
4548.486
250.3861
950.8999
4927.587
824.7186
Observations
96
96
96
96
96
96
LAMPIRAN 16
Hasil dari Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Cross-section F
Cross-section Chi-square
Statistic
0.835260
24.202067
d.f.
Prob.
(23,67)
23
0.6771
0.3927
Universitas Sumatera Utara
LAMPIRAN 17
Common Effect Model (CEM)
Dependent Variable: BUFF
Method: Panel Least Squares
Date: 02/22/17 Time: 10:59
Sample: 2012 2015
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
ROE
NPL
BUFFT_1
LOTA
SIZE
2.258977
-0.062415
-0.034692
0.491148
-0.234930
0.002562
0.999436
0.047264
0.036686
0.067571
0.234119
0.008692
2.260252
-1.320553
-0.945639
7.268592
-1.003463
0.294773
0.0262
0.1900
0.3469
0.0000
0.3183
0.7688
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.418628
0.386329
0.239599
5.166689
4.043471
12.96122
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
2.172060
0.305856
0.040761
0.201033
0.105545
1.862937
Universitas Sumatera Utara
AGRO
AGRS
ARTO
BABP
BACA
BBCA
BBHI
BBKP
BBMD
BBNI
BBNP
BBRI
BBTN
BBYB
BCIC
BDMN
BEKS
BGTB
BINA
BJBR
BJTM
BKSW
LAMPIRAN 1
Daftar Populasi dan Sampel Perusahaan Jasa
Sektor Keuangan
Sub Sektor Bank
Nama Perusahaan
Kriteria
1
2
3
Bank Rakyat Indonesia Agro Naga Tbk
d.h Bank Agro Niaga
Bank Agris Tbk
X
X
d.h Bank Finconesia
Bank Artos Indonesia Tbk
X
X
Bank MNC Internasional Tbk
d.h ICB Bumiputera Tbk
d.h Bank Bumiputera Indonesia Tbk
Bank Capital Indonesia Tbk
Bank Central Asia Tbk
Bank Harda Internasional Tbk
X
X
Bank Bukopin Tbk
Bank Mestika Dharma Tbk
X
X
Bank Negara Indonesia (Persero) Tbk
Bank Nusantara Parahyangan Tbk
Bank Rakyat Indonesia (Persero) Tbk
Bank Tabungan Negara (Persero) Tbk
Bank Yudha Bhakti Tbk
X
X
Bank J Trust Indonesia Tbk
d.h Bank Mutiara Tbk
d.h Bank Century Tbk
d.h Bank Century Intervest Corp Tbk/
Bank CIC Tbk
Bank Danamon Indonesia Tbk
Bank Pundi Indonesia Tbk
d.h Bank Eksekutif Internasional Tbk
Bank Ganesha Tbk
X
X
Bank Ina Perdana Tbk
X
X
Bank Jabar Banten Tbk
Bank Pembangunan Daerah Jawa Timur
X
X
Tbk
Bank QNB Indonesia Tbk
d.h Bank QNB Kesawan Tbk
d.h Bank Kesawan Tbk
Sampel
1
2
3
4
5
6
7
8
9
10
11
12
13
14
Universitas Sumatera Utara
Lanjutan Lampiran 1
Kode
BMAS
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
DNAR
INPC
MAYA
MCOR
MEGA
NAGA
NISP
NOBU
PNBN
PNBS
SDRA
Nama perusahaan
Bank Maspion Indonesia Tbk
Bank Mandiri (Persero) Tbk
Bank Bumi Arta Tbk
Bank CIMB Niaga Tbk
d.h Bank Niaga Tbk
Bank Maybank Indonesia Tbk
d.h BII Maybank Tbk
d.h Bank Internasional Indonesia Tbk
Bank Permata Tbk
d.h Bank Bali
Bank Sinar Mas Tbk
d.h Bank Shinta Indonesia
Bank of India Indonesia Tbk
d.h Bank Swadesi Tbk
Bank Tabungan Pensiunan Nasional Tbk
Bank Victoria International Tbk
Bank Dinar Indonesia Tbk
d.h Bank Liman International
Bank Artha Graha International Tbk
d.h Bank Interpacific Tbk
Bank Mayapada International Tbk
Bank Windu Kentjana International Tbk
d.h Bank Multicor InternationalTbk
Bank Mega Tbk
Bank Mitraniaga Tbk
Bank OCBC NISP Tbk
d.h Bank NISP Tbk
Bank Nationalnobu Tbk
d.h Bank Alfindo Sejahtera
Bank Pan Indonesia Tbk
Bank Panin Syariah Tbk
d.h Bank Harta
Bank Woori Saudara Indonesia 1906 Tbk
d.h Bank Himpunan Saudara 1906 Tbk
1
X
Kriteria
2
3
X
Sampel
15
16
17
18
19
20
21
22
23
X
X
24
25
26
27
X
X
28
X
X
29
X
X
30
Universitas Sumatera Utara
LAMPIRAN 2
Capital Buffer Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
BUFF (%)
2012
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
2013
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
2014
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
2015
14,12
9,83
9,70
10,70
5,56
11,50
10,07
12,59
8,97
7,49
11,70
0,02
7,85
8,18
10,60
17,57
8,28
7,17
7,00
6,37
15,85
15,80
11,30
7,20
4,97
13,50
14,85
9,32
12,13
10,82
Universitas Sumatera Utara
LAMPIRAN 3
Return on Equity Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
8,879913
0,145131
7,253705
22,5789
16,71003
16,19299
12,91928
28,80152
13,26977
11,70429
14,32847
7,163887
19,85914
-3,41792
21,17813
10,93119
18,83155
13,29221
10,94897
12,4839
14,7139
25,58837
13,99211
6,883144
14,2647
12,69824
21,98627
10,22687
13,54582
22,09292
ROE (%)
2013
2014
6,315478
6,640126
-10,6507
-4,423884
7,776893
7,707545
22,87108
21,80493
15,24664
9,888334
19,01423
17,74606
9,999449
8,481848
26,8354
24,79582
13,51562
9,352812
-82,6185
-66,43994
13,31349
8,218213
12,748
-18,64003
20,48724
15,81163
0,305427
5,365292
21,20713
19,70039
9,95707
8,607301
16,65689
8,239334
13,04517
4,98195
12,25234
9,294385
8,036227
4,896537
17,91646
19,12579
21,50918
16,14028
15,02654
6,006209
8,607588
4,175985
16,21775
15,4358
7,62744
4,332316
8,491024
8,149211
8,43969
8,914872
12,7813
11,25038
21,40113
3,536466
2015
5,951726
0,478748
8,62176
20,12385
12,79363
11,65379
5,593257
22,46237
13,35498
-67,7261
7,216133
-106,595
17,80231
6,437053
17,70196
4,615648
2,337836
7,263816
1,313528
5,045576
-4,0065
12,90955
4,450653
2,577727
14,22094
4,765967
9,143006
9,145106
5,089918
6,412825
Universitas Sumatera Utara
LAMPIRAN 4
Non Performing Loan Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
NPL (%)
2012
3,68
5,78
2,11
0,40
2,83
2,84
0,58
1,78
4,09
3,90
2,30
9,95
2,07
0,73
1,74
0,63
2,29
1,70
1,37
3,18
1,40
0,60
2,24
0,80
3,02
1,98
2,09
0,91
1,69
1,99
2013
2,27
4,88
0,37
0,40
2,78
2,17
0,45
1,55
4,05
12,28
1,90
6,75
2,83
0,23
1,60
0,21
2,23
2,11
1,04
2,50
1,59
0,70
0,70
1,76
1,04
1,69
2,18
0,73
2,13
0,48
2014
2,02
5,88
0,34
0,60
2,25
1,96
1,41
1,69
4,01
12,24
2,30
6,94
4,15
0,31
1,66
0,25
3,90
2,23
1,70
3,00
1,17
0,70
3,52
1,69
1,46
2,71
2,09
1,34
2,01
2,51
2015
1,90
2,97
0,79
0,70
2,66
2,70
3,98
2,02
3,42
3,71
3,00
5,94
2,91
2,59
2,29
0,78
3,74
3,67
2,70
3,95
8,90
0,70
4,48
1,25
2,52
1,98
2,81
1,30
2,44
1,98
Universitas Sumatera Utara
LAMPIRAN 5
Lag of Capital Buffer Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
8,39
2,12
13,58
4,70
4,71
9,63
5,45
6,96
7,03
1,41
9,60
4,02
10,36
37,75
7,34
11,96
5,16
3,83
6,07
13,82
15,19
12,50
6,86
4,65
6,68
3,67
3,86
5,75
9,50
5,38
BUFFt-1 (%)
2013
2014
6,80
13,60
3,21
5,09
10,00
12,13
6,20
7,70
8,34
7,10
8,67
7,09
4,17
7,75
8,95
8,99
9,69
7,62
2,09
6,03
10,90
9,90
5,27
3,56
10,11
8,51
19,76
10,74
7,48
6,93
11,18
8,99
7,16
7,36
4,83
4,74
7,86
6,28
10,09
13,82
13,10
7,26
13,50
15,10
9,96
9,95
8,45
9,31
2,93
6,07
7,36
2,68
8,83
7,74
8,49
11,28
6,67
7,32
2,35
19,91
2015
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
Universitas Sumatera Utara
LAMPIRAN 6
Loans to Total Assets Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
62,6481
67,8396
49,9740
57,9642
67,8870
60,2281
71,6570
65,6598
67,4825
73,1495
74,8329
73,5917
54,1110
68,2270
61,1735
64,3304
89,8407
69,8410
71,0978
84,8786
72,2737
65,7370
52,8185
73,9934
71,1631
69,6442
43,5930
66,8380
61,4829
216,4987
LOTA (%)
2013
2014
72,1499
73,4871
65,8713
64,9880
52,4324
51,2050
62,8541
62,6519
68,6342
68,7438
64,8221
66,6441
70,7639
70,8764
71,6091
63,6792
70,4323
73,5022
76,3703
61,8202
73,4428
71,0123
75,4787
72,7609
68,9171
71,2051
74,1781
72,4298
64,4435
61,9823
69,8876
68,5749
80,5895
67,3282
72,5668
74,1474
71,3779
70,8853
79,2039
79,7112
71,3433
60,7124
66,1460
69,2701
57,7336
57,3168
72,4028
72,5322
73,5971
71,8452
69,2652
70,7141
45,4440
50,4836
65,6005
66,3006
62,7757
64,8428
79,0358
68,8054
2015
72,2640
58,0643
49,7432
65,2188
68,7348
64,1188
75,2074
66,1518
74,3458
71,0526
68,7914
69,2902
68,1954
80,7073
65,4303
65,6969
60,8749
71,3929
68,8973
80,2231
59,0193
72,2947
55,1586
68,1256
72,3821
71,9678
47,4870
71,2805
64,2985
68,8110
Universitas Sumatera Utara
LAMPIRAN 7
Bank Size Perbankan Tahun 2012-2015
NO.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
KODE BANK
AGRO
BABP
BACA
BBCA
BBKP
BBNI
BBNP
BBRI
BBTN
BCIC
BDMN
BEKS
BJBR
BKSW
BMRI
BNBA
BNGA
BNII
BNLI
BSIM
BSWD
BTPN
BVIC
INPC
MAYA
MCOR
MEGA
NISP
PNBN
SDRA
2012
22,11955
15,82155
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
16,53944
11,95627
15,85451
18,07595
15,35123
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
16,65847
15,68695
11,03342
18,18675
11,91216
14,69252
SIZE (%)
2013
2014
22,35764
22,57773
15,91533
16,05948
15,78113
16,04042
13,11604
13,22340
11,14829
11,27787
12,86529
12,93982
16,11667
16,06352
13,34727
13,59484
11,78425
11,88160
16,49489
16,35624
12,12453
12,18496
16,01210
16,01726
18,07760
18,14442
16,21806
16,85234
20,41279
20,56666
15,21316
15,45556
19,20397
19,26725
18,76144
18,78091
18,92650
19,03778
16,67470
16,87232
15,09682
15,46429
18,05975
18,13379
16,76798
16,87726
16,86971
16,97093
16,99472
17,40443
15,88455
16,09479
11,10339
11,10619
18,39547
18,45132
12,00879
12,05896
15,64358
16,61479
2015
22,84726
16,31177
16,31360
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
16,39448
12,14450
15,60179
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
19,02330
17,14301
15,62175
18,21045
16,96185
17,03915
17,67215
16,12697
11,13057
18,60700
12,11790
16,81222
Universitas Sumatera Utara
BUFF
ROE
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
8,879913
0,145131
7,253705
22,5789
16,71003
16,19299
12,91928
28,80152
13,26977
11,70429
14,32847
7,163887
19,85914
-3,41792
21,17813
10,93119
18,83155
13,29221
10,94897
12,4839
14,7139
25,58837
13,99211
6,883144
14,2647
12,69824
21,98627
10,22687
13,54582
22,09292
6,315478
-10,6507
7,776893
22,87108
15,24664
19,01423
9,999449
26,8354
LAMPIRAN 8
Data Sebelum Transformasi
NPL
BUFFt-1
LOTA
3,68
5,78
2,11
0,40
2,83
2,84
0,58
1,78
4,09
3,90
2,30
9,95
2,07
0,73
1,74
0,63
2,29
1,70
1,37
3,18
1,40
0,60
2,24
0,80
3,02
1,98
2,09
0,91
1,69
1,99
2,27
4,88
0,37
0,40
2,78
2,17
0,45
1,55
8,39
2,12
13,58
4,70
4,71
9,63
5,45
6,96
7,03
1,41
9,60
4,02
10,36
37,75
7,34
11,96
5,16
3,83
6,07
13,82
15,19
12,50
6,86
4,65
6,68
3,67
3,86
5,75
9,50
5,38
6,80
3,21
10,00
6,20
8,34
8,67
4,17
8,95
62,65
67,84
49,97
57,96
67,89
60,23
71,66
65,66
67,48
73,15
74,83
73,59
54,11
68,23
61,17
64,33
89,84
69,84
71,10
84,88
72,27
65,74
52,82
73,99
71,16
69,64
43,59
66,84
61,48
216,50
72,15
65,87
52,43
62,85
68,63
64,82
70,76
71,61
SIZE
22,11955
29,63706
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
16,53944
11,95627
15,85451
18,07595
15,35123
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
16,65847
15,68695
11,03342
18,18675
11,91216
14,69252
22,35764
15,91533
15,78113
13,11604
11,14829
12,86529
16,11667
13,34727
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
13,51562
-82,6185
13,31349
12,748
20,48724
0,305427
21,20713
9,95707
16,65689
13,04517
12,25234
8,036227
17,91646
21,50918
15,02654
8,607588
16,21775
7,62744
8,491024
8,43969
12,7813
21,40113
6,640126
-4,42388
7,707545
21,80493
9,888334
17,74606
8,481848
24,79582
9,352812
-66,4399
8,218213
-18,64
15,81163
5,365292
19,70039
8,607301
8,239334
4,05
12,28
1,90
6,75
2,83
0,23
1,60
0,21
2,23
2,11
1,04
2,50
1,59
0,70
0,70
1,76
1,04
1,69
2,18
0,73
2,13
0,48
2,02
5,88
0,34
0,60
2,25
1,96
1,41
1,69
4,01
12,24
2,30
6,94
4,15
0,31
1,66
0,25
3,90
9,69
2,09
10,90
5,27
10,11
19,76
7,48
11,18
7,16
4,83
7,86
10,09
13,10
13,50
9,96
8,45
2,93
7,36
8,83
8,49
6,67
2,35
13,60
5,09
12,13
7,70
7,10
7,09
7,75
8,99
7,62
6,03
9,90
3,56
8,51
10,74
6,93
8,99
7,36
70,43
76,37
73,44
75,48
68,92
74,18
64,44
69,89
80,59
72,57
71,38
79,20
71,34
66,15
57,73
72,40
73,60
69,27
45,44
65,60
62,78
79,04
73,49
64,99
51,20
62,65
68,74
66,64
70,88
63,68
73,50
61,82
71,01
72,76
71,21
72,43
61,98
68,57
67,33
11,78425
16,49489
12,12453
16,01210
18,07760
16,21806
20,41279
15,21316
19,20397
18,76144
18,92650
16,67470
15,09682
18,05975
16,76798
16,86971
16,99472
15,88455
11,10339
18,39547
12,00879
15,64358
22,57773
16,05948
16,04042
13,22340
11,27787
12,93982
16,06352
13,59484
11,88160
16,35624
12,18496
16,01726
18,14442
16,85234
20,56666
15,45556
19,26725
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
7,23
10,74
9,30
13,71
14,12
9,83
9,70
10,70
5,56
11,50
10,07
12,59
8,97
7,49
11,70
0,02
7,85
8,18
10,60
17,57
8,28
7,17
7,00
6,37
15,85
15,80
11,30
7,20
4,97
13,50
4,98195
9,294385
4,896537
19,12579
16,14028
6,006209
4,175985
15,4358
4,332316
8,149211
8,914872
11,25038
3,536466
5,951726
0,478748
8,62176
20,12385
12,79363
11,65379
5,593257
22,46237
13,35498
-67,7261
7,216133
-106,595
17,80231
6,437053
17,70196
4,615648
2,337836
7,263816
1,313528
5,045576
-4,0065
12,90955
4,450653
2,577727
14,22094
4,765967
2,23
1,70
3,00
1,17
0,70
3,52
1,69
1,46
2,71
2,09
1,34
2,01
2,51
1,90
2,97
0,79
0,70
2,66
2,70
3,98
2,02
3,42
3,71
3,00
5,94
2,91
2,59
2,29
0,78
3,74
3,67
2,70
3,95
8,90
0,70
4,48
1,25
2,52
1,98
4,74
6,28
13,82
7,26
15,10
9,95
9,31
6,07
2,68
7,74
11,28
7,32
19,91
11,06
9,79
8,43
8,90
6,20
8,22
8,55
10,31
6,64
5,48
9,80
2,05
8,08
7,10
8,60
7,07
7,58
7,76
5,60
10,38
7,39
15,20
10,35
7,95
2,25
17,15
74,15
70,89
79,71
60,71
69,27
57,32
72,53
71,85
70,71
50,48
66,30
64,84
68,81
72,26
58,06
49,74
65,22
68,73
64,12
75,21
66,15
74,35
71,05
68,79
69,29
68,20
80,71
65,43
65,70
60,87
71,39
68,90
80,22
59,02
72,29
55,16
68,13
72,38
71,97
18,78091
19,03778
16,87232
15,46429
18,13379
16,87726
16,97093
17,40443
16,09479
11,10619
18,45132
12,05896
16,61479
22,84726
16,31177
16,31360
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
16,39448
12,14450
15,60179
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
19,02330
17,14301
15,62175
18,21045
16,96185
17,03915
17,67215
16,12697
Universitas Sumatera Utara
Lanjutan Lampiran 8
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
14,85
9,32
12,13
10,82
9,143006
9,145106
5,089918
6,412825
2,81
1,30
2,44
1,98
7,23
10,74
9,30
13,71
47,49
71,28
64,30
68,81
11,13057
18,60700
12,11790
16,81222
LAMPIRAN 9
Data Setelah Transformasi
BUFF
ROE
1,916923
2,302585
1,824549
2,121063
2,159869
1,427916
2,191654
2,271094
2,388763
1,66203
2,313525
2,012233
2,414126
1,96851
1,574846
2,061787
2,311545
2,572612
2,60269
2,298577
2,134166
1,99606
2,138889
1,89762
2,61007
1,627278
2,495682
2,04122
2,183792
1,981512
3,117016
2,816009
2,784579
2,55872
3,360428
2,585489
2,662249
1,969053
2,988664
3,052969
2,39162
2,935534
2,587178
2,393245
2,524439
2,688793
3,242138
2,638494
1,929075
2,541463
2,325019
2,606078
1,843004
2,365626
2,051157
3,129873
Transformasi Data Outliers
NPL
BUFFt-1
1,302913
0,746688
-0,91629
1,040277
1,043804
-0,54473
0,576613
1,408545
0,832909
2,297573
0,727549
0,553885
-0,46204
0,828552
0,530628
0,314811
1,156881
0,336472
-0,51083
0,806476
-0,22314
0,683097
-0,09431
0,524729
0,81978
1,585145
-0,99425
-0,91629
2,127041
2,608598
1,547563
1,549688
2,264883
1,695616
1,940179
1,950187
2,261763
1,391282
2,337952
1,993339
2,481568
1,640937
1,342865
1,803359
2,626117
2,720637
2,525729
1,925707
1,536867
1,300192
1,7492
2,251292
1,916923
1,166271
2,302585
1,824549
LOTA
SIZE
4,137534
3,911504
4,059826
4,217845
4,098139
4,271891
4,184487
4,211868
4,315258
4,298532
3,991038
4,113714
4,164033
4,498039
4,246221
4,264056
4,441222
4,280461
4,185662
3,966862
4,303976
4,243399
4,202271
4,11876
4,278746
4,187703
3,959524
4,140816
22,11955
15,55003
13,00131
11,09270
12,71681
15,92113
13,22010
11,62401
11,95627
15,85451
18,07595
20,27011
15,06355
19,10081
18,56828
18,69679
16,53364
14,74797
17,89457
16,47946
16,83880
15,68695
18,18675
11,91216
22,35764
15,91533
15,78113
13,11604
Universitas Sumatera Utara
Lanjutan Lampiran 9
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
1,960095
1,958685
2,047693
2,196113
2,030776
2,292535
1,269761
2,141242
1,93586
1,99606
1,556037
1,83737
2,626117
1,98238
2,714695
2,297573
2,231089
1,803359
2,423031
1,99061
2,403335
2,281361
2,131797
2,186051
1,824549
2,10657
2,145931
2,333114
1,893112
2,282382
2,089392
1,960095
2,151762
2,025513
2,048982
1,722767
2,339881
2,000128
2,721295
2,724359
2,945188
2,30253
3,289722
2,603846
2,588778
2,545374
3,019802
3,054337
2,812824
2,568418
2,505717
2,08396
2,88572
3,06848
2,709818
2,152644
2,786106
2,132946
2,547983
1,893131
1,487018
2,0422
3,082136
2,291356
2,876163
2,137928
3,210675
2,235677
2,106353
2,760746
1,679951
2,980638
2,108919
1,605821
2,229411
1,588528
2,951038
2,781318
1,022451
0,774727
-0,79851
0,438255
1,398717
0,641854
1,909543
1,040277
0,470004
0,802002
0,746688
0,039221
0,916291
0,463734
-0,35667
-0,35667
0,565314
0,039221
-0,31471
0,756122
0,703098
1,771557
-1,07881
-0,51083
0,81093
0,672944
0,34359
0,524729
1,388791
0,832909
1,423108
-1,17118
0,506818
1,360977
0,802002
0,530628
1,098612
0,157004
-0,35667
2,121063
2,159869
1,427916
2,191654
2,271094
2,388763
1,66203
2,313525
2,012233
1,96851
1,574846
2,061787
2,311545
2,572612
2,60269
2,298577
2,134166
1,075002
2,138889
1,89762
2,61007
1,627278
2,495682
2,04122
1,960095
1,958685
2,047693
2,196113
2,030776
2,292535
2,141242
2,373975
1,93586
1,99606
1,556037
1,83737
2,626117
1,98238
2,714695
4,228791
4,171647
4,25935
4,271222
4,254651
4,296507
4,323851
4,232904
4,165789
4,389369
4,284508
4,267989
4,372025
4,267504
4,191864
4,05584
4,282245
4,298605
4,183583
4,139568
4,29711
4,174203
3,935837
4,137595
4,230386
4,199367
4,260938
4,153858
4,297316
4,262853
4,265564
4,282618
4,126849
4,209579
4,306055
4,261063
4,378409
4,106148
4,238013
11,14829
12,86529
16,11667
13,34727
11,78425
12,12453
16,01210
18,07760
20,41279
19,20397
18,76144
18,92650
16,67470
15,09682
18,05975
16,76798
16,86971
16,99472
18,39547
12,00879
22,57773
16,05948
16,04042
13,22340
11,27787
12,93982
16,06352
13,59484
11,88160
12,18496
18,14442
16,85234
20,56666
19,26725
18,78091
19,03778
16,87232
15,46429
18,13379
Universitas Sumatera Utara
Lanjutan Lampiran 9
BUFF
ROE
NPL
BUFFt-1
LOTA
SIZE
2,336987
2,073172
1,978239
2,373975
2,230014
2,618125
2,647592
2,370244
1,715598
2,442347
2,309561
2,532903
2,193886
2,459589
2,060514
2,101692
2,360854
2,866193
2,113843
1,969906
1,851599
2,76317
2,76001
2,424803
1,974081
2,60269
2,232163
2,495682
2,381396
1,792794
1,42935
2,097921
2,187721
2,420402
1,263128
1,783681
3,001906
2,548947
2,455631
1,721562
3,111841
2,591889
1,976319
2,879328
1,862071
2,873675
1,529452
0,849226
1,982905
1,618512
1,387918
2,557967
1,493051
0,946908
1,5615
2,213219
1,627262
1,8583
1,258461
0,524729
0,737164
0,29267
0,698135
0,920283
0,641854
-0,35667
0,978326
0,993252
1,381282
0,703098
1,229641
1,098612
1,068153
0,951658
0,828552
-0,24846
1,319086
1,300192
1,373716
2,186051
-0,35667
1,499623
0,223144
0,683097
0,262364
0,891998
0,683097
2,297573
2,231089
2,046402
2,423031
1,99061
2,991222
2,403335
2,186051
1,824549
2,10657
2,145931
2,333114
1,893112
2,282382
2,089392
1,960095
2,151762
1,95586
2,025513
2,048982
2,339881
2,000128
2,721295
2,336987
2,073172
2,841998
2,373975
2,230014
2,618125
4,048595
4,284031
3,921649
4,194198
4,171966
4,231282
4,280326
4,177748
4,230256
4,160738
4,32025
4,191953
4,308727
4,231078
4,222377
4,390829
4,180986
4,185052
4,10882
4,268198
4,384812
4,077864
4,280751
4,010212
4,221352
4,276219
4,266623
4,163536
4,231364
16,87726
16,97093
11,10619
18,45132
12,05896
16,61479
22,84726
13,29526
11,45495
13,13941
15,96880
13,68589
12,05413
12,14450
18,30074
17,06424
20,62902
15,69761
19,29134
18,87569
17,14301
15,62175
18,21045
16,96185
17,03915
16,12697
18,60700
12,11790
16,81222
Universitas Sumatera Utara
LAMPIRAN 10
Uji Normalitas dengan Uji Jarque-Bera Sebelum Transformasi Data Outlier
LAMPIRAN 11
Uji Normalitas dengan Uji Jarque-Bera Setelah Transformasi Data Outlier
LAMPIRAN 12
Uji Multikolinearitas dengan Matriks Korelasi
ROE
NPL
BUFFT_1
LOTA
SIZE
ROE
1.000000
-0.247467
-0.126689
-0.057887
-0.201932
NPL
-0.247467
1.000000
-0.111413
0.197138
-0.048425
BUFFT_1
-0.126689
-0.111413
1.000000
-0.082502
0.043852
LOTA
-0.057887
0.197138
-0.082502
1.000000
0.154683
SIZE
-0.201932
-0.048425
0.043852
0.154683
1.000000
Universitas Sumatera Utara
LAMPIRAN 13
Uji Heteroskedastisitas dengan Uji Glejser
Heteroskedasticity Test: Glejser
F-statistic
Obs*R-squared
Scaled explained SS
1.201092
6.005120
6.002474
Prob. F(5,90)
Prob. Chi-Square(5)
Prob. Chi-Square(5)
0.3151
0.3057
0.3060
Test Equation:
Dependent Variable: ARESID
Method: Least Squares
Date: 02/22/17 Time: 07:15
Sample: 1 96
Included observations: 96
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
ROE
NPL
BUFFT_1
LOTA
SIZE
0.275500
-0.059600
-0.017141
-0.061521
0.051585
-0.001924
0.602320
0.028484
0.022109
0.040723
0.141094
0.005238
0.457398
-2.092407
-0.775275
-1.510744
0.365605
-0.367225
0.6485
0.0392
0.4402
0.1344
0.7155
0.7143
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.062553
0.010473
0.144397
1.876539
52.65802
1.201092
0.315141
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
0.181571
0.145159
-0.972042
-0.811770
-0.907258
1.845954
Universitas Sumatera Utara
LAMPIRAN 14
Uji Autokorelasi dengan Uji Durbin-Watson
Log likelihood
F-statistic
Prob(F-statistic)
4.370443
0.085928
0.998899
Hannan-Quinn criter.
Durbin-Watson stat
0.161995
1.977689
LAMPIRAN 15
Statistik Deskriptif BUFF, ROE, NPL, BUFFt-1, LOTA, Size
Perusahaan Perbankan di Indonesia
BUFF
ROE
NPL
BUFFT_1
LOTA
SIZE
Mean
9.184479
11.87438
2.286146
8.696042
67.89820
16.06316
Median
8.575000
11.95306
2.020000
8.280000
68.73929
16.30321
Maximum
17.57000
28.80152
9.950000
19.91000
89.84074
22.84726
Minimum
3.560000
-10.65070
0.310000
2.930000
49.97405
11.09270
Std. Dev.
2.794095
6.919451
1.623466
3.163775
7.202037
2.946396
Skewness
0.674406
-0.085166
2.093127
0.811229
-0.162737
0.049189
Kurtosis
3.246763
3.476720
9.575038
3.948620
3.760438
2.317669
Jarque-Bera
7.520753
1.025100
243.0234
14.12900
2.736797
1.901015
Probability
0.023275
0.598966
0.000000
0.000855
0.254514
0.386545
Sum
881.7100
1139.941
219.4700
834.8200
6518.227
1542.063
Sum Sq. Dev.
741.6620
4548.486
250.3861
950.8999
4927.587
824.7186
Observations
96
96
96
96
96
96
LAMPIRAN 16
Hasil dari Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Cross-section F
Cross-section Chi-square
Statistic
0.835260
24.202067
d.f.
Prob.
(23,67)
23
0.6771
0.3927
Universitas Sumatera Utara
LAMPIRAN 17
Common Effect Model (CEM)
Dependent Variable: BUFF
Method: Panel Least Squares
Date: 02/22/17 Time: 10:59
Sample: 2012 2015
Periods included: 4
Cross-sections included: 24
Total panel (balanced) observations: 96
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
ROE
NPL
BUFFT_1
LOTA
SIZE
2.258977
-0.062415
-0.034692
0.491148
-0.234930
0.002562
0.999436
0.047264
0.036686
0.067571
0.234119
0.008692
2.260252
-1.320553
-0.945639
7.268592
-1.003463
0.294773
0.0262
0.1900
0.3469
0.0000
0.3183
0.7688
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.418628
0.386329
0.239599
5.166689
4.043471
12.96122
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
2.172060
0.305856
0.040761
0.201033
0.105545
1.862937
Universitas Sumatera Utara