Pengaruh Likuiditas Terhadap Capital Adequacy Ratio Industri Perbankan di Bursa Efek Indonesia

105

LAMPIRAN

DATA RASIO KEUANGAN PERBANKAN

RASIO PERBANKAN

Thn LDR QR IPR LAR LLR CRR CAR

BANK NEGARA INDONESIA

2010 79.049.065 22.273.944 42.391.125 101.510.57 43.294.907 96.091.366 23.442.628 2011 78.737.575 26.837.686 39.594.971 10.701.528 62.074.423 97.199.040 23.877.463 2012 66.687.508 22.440.726 36.894245 11.838.368 82.265.901 86.323.017 21.462.254 2013 51.935.066 35.110.446 35.719.989 11.972.945 83.160.806 80.472.132 18.728.342 2014 18.491.068 36.496.917 27.399.574 12.344.515 785.272.838 77.751.106 20.978.014

BANK MANDIRI PERSERO, Tbk

2010 35.219.689 12.596.508 19.280.536 63.287.887 113.923.286 17.408.933 14.517.552 2011 84.006.843 29.895.492 42.328.375 50.847.835 115.016.484 0.568.536.311 11.444.817 2012 86.844.811 33.218.387 37.323.841 52.459.668 147.103.572 17.355.006 18.929.908 2013 91.782.688 17.760.985 38.576.618 63.725.358 9.040.261.305 19.154.285 18.073.458 2014 89.656.833 34.450.960 45.316.607 61.178.660 201.003.729 0.221.909.954 20.361.941

BANK RAKYAT INDONESIA, Tbk 2010 12.973.535

35.041.020 45.296.950 10.529.157 207.477.860 23.815.069 159.138.999 2011 12.785.184 28.376.974 47.991.359 10.200.773 234.873.341 39.461.831 17.818261 2012 12.523.886 27.506.007 50.395.491 10.225.750 269.352.314 31.154.142 19.942.023 2013 13.861.323 19.858.367 50.492.096 11.162.884 695.231.027 29.926.865 19.402.175 2014 12.741.231 16.520.031 61.068.582 98.872.707 787.753.905 32.487.766 20.875.944

BANK TABUNGAN NEGARA, Tbk

2010 11.544.431 36.589.952 76.722.311 84.485.155 13.677.597 15.243.209 17.778.133 2011 107.867.513 34.874.020 63.238.587 75.004.959 17.769.678 16.156.431 15.788.578 2012 10.714.301 58.823.208 613.909.697 77.343.351 13.713.631 20.680.571 19.277.200 2013 11.164.530 55.263.526 61.740.402 81.887.259 17.408.881 24.854.666 17.441.075 2014 10.887.110 44.088.439 65.111.570 80.176.400 24.149.340 29.542.348 15.991.069

BANK RAKYAT INDONESIA, AGRO NIAGA, Tbk

2010 86.004.966 28.340.680 81.979.335 67.215.557 431.490.790 72.816.781 16.245.526 2011 73.887.401 24.213.651 76.584.131 58.715.172 448.752.379 33.374.770 22.150.596

2012 11.328.588 25.074.256 89.569.534 85.642.539 468.329.326 27.902.671 18.219.779 2013 85.167.572 35.051.022 93.774.640 68.483.064 103.408.797 24.639.875 24.170.320 2014 94.465.359 11.461.272 99.641.296 10.143.108 110.347.142 11.473.674 209.935.848

BANK CIMB NIAGA, Tbk

2010 87.663.530 39.597.113 61.491.392 71.907.219 17.867.372 52.576.812 11.857.737 2011 93.022.765 35.716.192 60.258.489 73.511.079 21.468.629 68.432.140 12.283.702 2012 92.542.046 35.048.180 61.834.746 71.310.668 24.716.340 49.057.823 14.626.605 2013 88.190.071 309.458.613 60.048.256 68.394.004 31.371.454 19.474.418 14.456.137 2014 96.942.241 32.331.781 61.707.162 72.644.904 32.126.677 26.370.880 14.779.054

BANK JAWA BARAT, Tbk

2010 23.670.743 67.099.720 32.462.678 52.077.913 994.909.473 14.651.536 14.517.552 2011 38.466.247 310.350.573 63.933.204 50.083.744 17.335.263 203.574.069 11.993.945 2012 47.232.090 52.681.722 65.036.490 77.106.986 15.201.549 34.967.791 13.265.294 2013 60.495.659 42.982.670 80.560.165 91.608.004 17.772.511 38.457.175 11.494.267 2014 81.578.477 29.199.487 71.970.900 83.307.971 18.448.322 75.568.093 10.993.864

BANK PANIN, Tbk

2010 760.444.101 72.704.294 103.983.972 50.214.616 47.461.844 39.076.673 20.751.831 2011 83.148.547 41.416.747 62.247.768 28.467.100 25.526.013 30.260.466 18.598.854 2012 90.521.451 52.707.161 710.115.913 36.377.986 42.755.433 13.086.335 16.586.403 2013 87.171.787 51.827.273 78.912.084 37.990.628 610.042.322 13.765.846 16.306.103 2014 90.350.691 58.077.693 85.220.162 42.437.312 60.316.014 14.093.292 17.890.843

BANK OCBC NISP, Tbk

2010 869.215.151 18.648.551 57.663.053 62.168.477 19.230.724 31.211.965 14.944.925 2011 85.641.652 19.655.558 54.860.467 67.872.125 24.125.254 31.675.971 12.038.368 2012 85.271.876 237.147.906 60.899.209 65.467.064 25.621.426 39.931.330 149.478.245 2013 90.650.071 17.199.628 78.650.464 64.077.371 40.080.336 441.911.944 18.229.992 2014 10.888.711 14.791.833 97.455.208 64.995.449 41.614.120 42.676.748 18.186.498

BANK SWADESI INTERNASIONAL, Tbk

2010 30.505.197 25.943.175 98.425.874 23.825.456 47.275.440 609.827.569 27.947.156 2011 63.014.614 25.410.718 88.995.963 50.760.091 65.950.299 165.975.649 24.463.571 2012 30.969.234 21.840.322 37.097.930 58.271.777 218.891.619 11.131.846 23.080.757 2013 20.833.381 263.088.842 33.809.259 427.938.617 281.179.009 90.945.065 16.882.163 2014 16.575.916 22.091.629 48.066.114 255.259.697 362.420.022 11.832.309 15.723.719

BANK CENTRAL ASIA, Tbk

2010 69.014.976 45.248.342 79.739.511 90.000.127 125.569.128 11.668.557 940.511.312 2011 353.350.784 247.693.816 65.642.697 52.959.021 141.777.793 20.492252 15.323.330

107

RATA-RATA RASIO KEUANGAN PERBANKAN

Perbankan

Rasio Keuangan Perbankan

LDR

QR

IPR

LAR

LRR

CRRR

CAR

Bank Negara indonesia,

Tbk

58.980 28.631

36.399 11.401 21.121 87.56 21.697

Bank Mandiri, Tbk

_{77.502 25.584}

_{36.565 58.299 19.234 16.89 16.665}

Bank Rakyat Indonesia,

Tbk

12.977 25.460

51.048 28.198 43.893 31.36 47.435

Bank Tabungan Negara,

Tbk

30.435 45.927

17.614 79.779 17.343 21.29 17.225

BRI AGRO NIAGA,

Tbk

70.170 24.828

88.309 58.039 31.246 34.04 58.144

Bank CIMB NIAGA

_{91.672 90.430}

_{61.068 71.553 25.510 43.18 13.600}

Bank Jawa Barat, Tbk

_{50.288 100.462 62.792 70.836 21.273 73.44 12.452}

Bank Panin, Tbk

_{22.232 55.346}

_{20.809 39.097 15.722 22.05 18.026}

Bank OCBC NISP, Tbk

_{22.833 61.448}

_{69.905 64.916 30.134 11.75 42.575}

Bank Swadesi

International, Tbk

32.379 71.674

61.279 16.321 19.514 17.79 21.619

Bank Central Asia, Tbk

_{26.582 83.708}

_{49.828 65.252 11.816 59.31 20.165}

Bank Danamon

Indonesia, Tbk

50.841 46.315

39.959 58.969 34.586 81.38 24.690

2012 753.380.724 42.951.923 33.391.472 57.840.102 146.081.494 25.003.580 16.829.300 2013 76.147.868 38.543.532 29.511.509 62.827.283 157.830.279 20.635.256 17.146.062 2014 77.250.536 44.105.513 40.858.285 62.634.800 19.551.131 218.761.676 18.450.938

BANK DANAMON INDONESIA, Tbk 2010 59.388.315 93.478.965

69.326.424 64.002.411 22.937.004 63.608.089 21.453.677 2011 13.954.079 43.405.779 19.970.762 61.636.755 27.222.196 75.977.224 24.327.700 2012 96.232.494 43.468.090 10.891.505 55.803.331 37.392.557 78.504.589 27.365.339 2013 68.990.687 40.812.379 84.169.961 57.415.416 42.807.505 89.501.414 25.546.806 2014 15.641.034 10.414.099 15.437.722 55.988.920 42.572.537 99.332.988 24.759.310

Lampiran 4 Hasil Output SPSS

Statistik Deskriptif

Statistik Deskriptif (

Loan to Deposit Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

LDR

12

12.977

91.672

45.57425

24.986596

Valid N (listwise)

12

Statistik Deskriptif (

Quick Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

QR

12

24.828

100.462

54.98442

26.912786

Valid N (listwise)

12

Statistik Deskriptif (

Investing Policy Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

IPR

12

17.614

88.309

49.63125

20.546869

Valid N (listwise)

12

Statistik Deskriptif (

Loan to Asset Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

LAR

12

11.401

79.779

51.88833

22.623565

Valid N (listwise)

12

Statistik Deskriptif (

Liquidity Risk Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

LDR

12

12.977

91.672

45.57425

24.986596

QR

12

24.828

100.462

54.98442

26.912786

IPR

12

17.614

88.309

49.63125

20.546869

LAR

12

11.401

79.779

51.88833

22.623565

LLR

12

11.816

43.893

24.28267

9.140825

CRR

12

11.75

87.56

41.6699

27.05205

CAR

12

12.452

58.144

26.19108

14.787884

Valid N (listwise)

12

109

LLR

12

11.816

43.893

24.32017

9.128270

Valid N (listwise)

12

Statistik Deskriptif (

Credit Risk Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

CRR

12

11.75

87.56

41.9200

26.86735

Valid N (listwise)

12

Statistik Deskriptif (

Capital Adequacy Ratio

)

Descriptive Statistics

N

Minimum

Maximum

Mean

Std. Deviation

CAR

12

12.452

58.144

26.19108

14.787884

Valid N (listwise)

12

NPar Tests

One-Sample Kolmogorov-Smirnov Test Unstandardiz

ed Residual

LDR QR IPR LAR LLR CRR CAR

N 12 12 12 12 12 12 12 12

Normal Parametersa,b

Mean 0E-7 45.57425 54.98442 49.63125 51.88833 24.28267 41.6699 26.19108 Std.

Deviation 3.12239179 24.986596 26.912786 20.546869 22.623565 9.140825 27.05205 14.787884 Most Extreme

Differences

Absolute .113 .201 .170 .128 .274 .212 .194 .290 Positive .108 .201 .170 .098 .109 .212 .194 .290 Negative -.113 -.096 -.131 -.128 -.274 -.091 -.134 -.176 Kolmogorov-Smirnov Z .391 .697 .587 .443 .948 .736 .673 1.006 Asymp. Sig. (2-tailed) .998 .716 .880 .990 .329 .651 .755 .264 a. Test distribution is Normal.

b. Calculated from data.

Variables Entered/Removed

a

Model

Variables Entered

Variables Removed

Method

1

CRR, LLR, LAR, LDR, IPR,

QR

b

. Enter

a. Dependent Variable: CAR

b. All requested variables entered.

Model Summary

b

Model

R

R Square

Adjusted R Square

Std. Error of the

Estimate

1

.977

a

.955

.902

4.631255

a. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR

b. Dependent Variable: CAR

ANOVA

a

1

Regression

2298.254

6

383.042

17.859

.003

b

Residual

107.243

5

21.449

Total

2405.497

11

a. Dependent Variable: CAR

b. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR

Coefficients

a

Model

Unstandardized Coefficients

Standardized

Coefficients

t

Sig.

B

Std. Error

Beta

1

(Constant)

20.900

7.010

2.982

.031

LDR

-.250

.067

-.422

-3.749

.013

QR

-.384

.074

-.699

-5.218

.003

IPR

.550

.090

.764

6.084

.002

LAR

.108

.072

.165

1.499

.194

LLR

.198

.209

.122

.947

.387

CRR

.002

.058

.004

.042

.968

a. Dependent Variable: CAR

Coefficient Correlations

a

Model

CRR

LLR

LAR

LDR

IPR

QR

1

Correlations

CRR

1.000

-.266

.271

-.386

.282

-.370

LLR

-.266

1.000

-.156

.311

-.593

.581

LAR

.271

-.156

1.000

-.343

.173

-.437

LDR

-.386

.311

-.343

1.000

-.411

.359

IPR

.282

-.593

.173

-.411

1.000

-.509

QR

-.370

.581

-.437

.359

-.509

1.000

Covariances

CRR

.003

-.003

.001

-.001

.001

-.002

LLR

-.003

.044

-.002

.004

-.011

.009

LAR

.001

-.002

.005

-.002

.001

-.002

LDR

-.001

.004

-.002

.004

-.002

.002

IPR

.001

-.011

.001

-.002

.008

-.003

QR

-.002

.009

-.002

.002

-.003

.005

a. Dependent Variable: CAR

Coefficients

a

Model

Unstandardized

Coefficients

Standardized

Coefficients

t

Sig.

Collinearity

Statistics

B

Std. Error

Beta

Tolerance

VIF

1

(Constant)

20.900

7.010

2.982

.031

LDR

-.250

.067

-.422

-3.749

.013

.704

1.421

QR

-.384

.074

-.699

-5.218

.003

.497

2.014

IPR

.550

.090

.764

6.084

.002

.565

1.770

LAR

.108

.072

.165

1.499

.194

.739

1.354

LLR

.198

.209

.122

.947

.387

.534

1.872

CRR

.002

.058

.004

.042

.968

.783

1.277

a. Dependent Variable: CAR

111

Collinearity Diagnostics

a

Mod

el

Dimensi

on

Eigenval

ue

Condition

Index

Variance Proportions

(Consta

nt)

LDR

QR

IPR

LAR

LLR

CRR

1

1

6.138

1.000

.00

.00

.00

.00

.00

.00

.00

2

.267

4.793

.00

.01

.01

.02

.04

.00

.62

3

.233

5.137

.00

.02

.17

.02

.05

.09

.01

4

.184

5.776

.00

.59

.03

.01

.02

.04

.05

5

.109

7.504

.01

.05

.10

.25

.40

.04

.01

6

.047

11.391

.26

.11

.14

.43

.47

.03

.27

7

.023

16.493

.72

.22

.55

.27

.01

.80

.04

a. Dependent Variable: CAR

Model Summary

b

Model

R

R Square

Adjusted R

Square

Std. Error of the

Estimate

Durbin-Watson

1

.977

a

.955

.902

4.631255

2.566

a. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR

b. Dependent Variable: CAR

113

ANOVA

a

Model

Sum of Squares

df

Mean Square

F

Sig.

1

Regression

2298.254

6

383.042

17.859

.003

b

Residual

107.243

5

21.449

Total

2405.497

11

a. Dependent Variable: CAR

Lampiran 4 Hasil Output SPSS

Statistik Deskriptif

Statistik Deskriptif (

Loan to Deposit Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

LDR 12 12.977 91.672 45.57425 24.986596

Valid N (listwise) 12

Statistik Deskriptif (

Quick Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

QR 12 24.828 100.462 54.98442 26.912786

Valid N (listwise) 12

Statistik Deskriptif (

Investing Policy Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

IPR 12 17.614 88.309 49.63125 20.546869

Valid N (listwise) 12

Statistik Deskriptif (

Loan to Asset Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

LAR 12 11.401 79.779 51.88833 22.623565

Valid N (listwise) 12

Statistik Deskriptif (

Liquidity Risk Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

LDR 12 12.977 91.672 45.57425 24.986596

QR 12 24.828 100.462 54.98442 26.912786

IPR 12 17.614 88.309 49.63125 20.546869

LAR 12 11.401 79.779 51.88833 22.623565

LLR 12 11.816 43.893 24.28267 9.140825

CRR 12 11.75 87.56 41.6699 27.05205

CAR 12 12.452 58.144 26.19108 14.787884

LLR 12 11.816 43.893 24.32017 9.128270 Valid N (listwise) 12

Statistik Deskriptif (

Credit Risk Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

CRR 12 11.75 87.56 41.9200 26.86735

Valid N (listwise) 12

Statistik Deskriptif (

Capital Adequacy Ratio

)

Descriptive Statistics

N Minimum Maximum Mean Std. Deviation

CAR 12 12.452 58.144 26.19108 14.787884

Valid N (listwise) 12

NPar Tests

One-Sample Kolmogorov-Smirnov Test Unstandardiz

ed Residual

LDR QR IPR LAR LLR CRR CAR

N 12 12 12 12 12 12 12 12

Normal Parametersa,b

Mean 0E-7 45.57425 54.98442 49.63125 51.88833 24.28267 41.6699 26.19108 Std.

Deviation 3.12239179 24.986596 26.912786 20.546869 22.623565 9.140825 27.05205 14.787884 Most Extreme

Differences

Absolute .113 .201 .170 .128 .274 .212 .194 .290 Positive .108 .201 .170 .098 .109 .212 .194 .290 Negative -.113 -.096 -.131 -.128 -.274 -.091 -.134 -.176 Kolmogorov-Smirnov Z .391 .697 .587 .443 .948 .736 .673 1.006 Asymp. Sig. (2-tailed) .998 .716 .880 .990 .329 .651 .755 .264 a. Test distribution is Normal.

b. Calculated from data.

Variables Entered/Removeda

Model Variables Entered Variables Removed Method

1 CRR, LLR, LAR, LDR, IPR,

QRb . Enter

a. Dependent Variable: CAR b. All requested variables entered.

Model Summaryb

Model R R Square Adjusted R Square Std. Error of the Estimate

1 .977a .955 .902 4.631255

a. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR b. Dependent Variable: CAR

ANOVAa

1

Regression 2298.254 6 383.042 17.859 .003b

Residual 107.243 5 21.449

Total 2405.497 11

a. Dependent Variable: CAR

b. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR

Coefficientsa

Model Unstandardized Coefficients Standardized Coefficients

t Sig.

B Std. Error Beta

1

(Constant) 20.900 7.010 2.982 .031

LDR -.250 .067 -.422 -3.749 .013

QR -.384 .074 -.699 -5.218 .003

IPR .550 .090 .764 6.084 .002

LAR .108 .072 .165 1.499 .194

LLR .198 .209 .122 .947 .387

CRR .002 .058 .004 .042 .968

a. Dependent Variable: CAR

Coefficient Correlationsa

Model CRR LLR LAR LDR IPR QR

1

Correlations

CRR 1.000 -.266 .271 -.386 .282 -.370 LLR -.266 1.000 -.156 .311 -.593 .581 LAR .271 -.156 1.000 -.343 .173 -.437 LDR -.386 .311 -.343 1.000 -.411 .359 IPR .282 -.593 .173 -.411 1.000 -.509 QR -.370 .581 -.437 .359 -.509 1.000

Covariances

CRR .003 -.003 .001 -.001 .001 -.002 LLR -.003 .044 -.002 .004 -.011 .009 LAR .001 -.002 .005 -.002 .001 -.002 LDR -.001 .004 -.002 .004 -.002 .002 IPR .001 -.011 .001 -.002 .008 -.003 QR -.002 .009 -.002 .002 -.003 .005 a. Dependent Variable: CAR

Coefficientsa

Model Unstandardized

Coefficients

Standardized Coefficients

t Sig. Collinearity

Statistics

B Std. Error Beta Tolerance VIF

1

(Constant) 20.900 7.010 2.982 .031

LDR -.250 .067 -.422 -3.749 .013 .704 1.421

QR -.384 .074 -.699 -5.218 .003 .497 2.014

IPR .550 .090 .764 6.084 .002 .565 1.770

LAR .108 .072 .165 1.499 .194 .739 1.354

LLR .198 .209 .122 .947 .387 .534 1.872

CRR .002 .058 .004 .042 .968 .783 1.277

Collinearity Diagnosticsa Mod

el

Dimensi on

Eigenval ue

Condition Index

Variance Proportions (Consta

nt)

LDR QR IPR LAR LLR CRR

1

1 6.138 1.000 .00 .00 .00 .00 .00 .00 .00

2 .267 4.793 .00 .01 .01 .02 .04 .00 .62

3 .233 5.137 .00 .02 .17 .02 .05 .09 .01

4 .184 5.776 .00 .59 .03 .01 .02 .04 .05

5 .109 7.504 .01 .05 .10 .25 .40 .04 .01

6 .047 11.391 .26 .11 .14 .43 .47 .03 .27

7 .023 16.493 .72 .22 .55 .27 .01 .80 .04

Model Summaryb Model R R Square Adjusted R

Square

Std. Error of the Estimate

Durbin-Watson

1 .977a .955 .902 4.631255 2.566

a. Predictors: (Constant), CRR, LLR, LAR, LDR, IPR, QR b. Dependent Variable: CAR

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1

Regression 2298.254 6 383.042 17.859 .003b

Residual 107.243 5 21.449

Total 2405.497 11

a. Dependent Variable: CAR