MAKRO EKONOMI DAN BUNGA BANK SEBAGAI VAR

MAKRO EKONOMI DAN BUNGA BANK SEBAGAI
VARIABEL INTERVENING PENGARUHNYA
TERHADAP KINERJA PERBANKAN
(Studi pada Bank Devisa yang Go Public)

UJIAN TENGAH SEMESTER (UTS)
Tugas : Metodologi Penelitian
Dosen: Dr. Harsono,IR., MS

Oleh :
TRIVOSA APRILIA NOVADIANI HAIDIPUTRI
13.78.0007

PROGRAM PASCASARJANA
UNIVERSITAS MERDEKA MALANG
2014

1.

MODEL PENELITIAN
Makro Ekonomi (X1)

Inflasi (X1.1)
BI rate (X1.2)
Nilai Kurs IDR terhadap
USD (X1.3)
Suku Bunga Bank (X2)




Kinerja Perbankan (Y)



 Bunga deposito (X2.1)
 Bunga KMK (X2.2)
 Bunga KI (X2.3)
 Bunga KK
(X2.4)
DIAGRAM
JALUR

2.



CAR (Y1)
LDR (Y2)
ROA (Y3)

z1
e1

X1.1

e2

X1.2

e3

X1.3

Makro ekonomi
(X1)

z3
Kinerja
perbankan (Y)

3.

e4

X2.1

e5

X2.2

e6

X2.3

e7

Y1.1

d1

Y1.1

d2

Y1.1

d3

Bunga bank (X2)

X2.4

MODEL
STRUKTURAL
DAN MODEL PERHITUNGAN
z2

Model Struktural

Makro ekonomi
(X1)
Kinerja
perbankan (Y)

Bunga bank (X2)

Model Perhitungan

z1

e1

X1.1

e2

X1.2

e3

X1.3

e5

X2.2

e6
e7

Makro ekonomi
(X1)

Bunga bank (X2)

X2.3
X2.4

z2
z3

Kinerja
perbankan (Y)

4.

Y1.1

d1

Y1.1

d2

Y1.1

d3

TABEL TABULASI DATA
a. Makro Ekonomi (X1)
Tabel 1
Kondisi Inflasi di Indonesia (X1.1)
Tahun 2009 sampai 2013
Bulan
Januari
Pebruari
Maret
April
Mei
Juni
Juli
Agustus
September

Oktober
November
Desember

2009
9.17%
8.60%
7.92%
7.31%
6.84%
3.65%
2.71%
2.75%
2.83%
2.57%
2.41%
2.78%

2010
3.72%

3.81%
3.43%
3.91%
4.16%
5.05%
6.22%
6.44%
5.80%
5.67%
6.33%
6.96%

inflasi
2011
7.02%
6.84%
6.65%
6.16%
5.98%
5.54%

4.61%
4.79%
4.61%
4.42%
4.15%
3.79%

2012
3,65%
3,56%
3,97%
4,50%
4,45%
4,53%
4,56%
4,58%
4,31%
4,61%
4,32%
4,30%

2013
4,57%
5,31%
5,90%
5,57%
5,47%
5,90%
8,61%
8,79%
8,40%
8,32%
8,37%
8,38%

Tabel 2
BI Rate (X1.2)
Tahun 2009 sampai 2013
Bulan
Januari

2009
8,75%

2010
6,50%

BI rate
2011
6,50%

2012
6,00%

2013
5,75%

Pebruari

8,25%

6,50%

6,75%

5,75%

5,75%

Maret

7,75%

6,50%

6,75%

5,75%

5,75%

April

7,50%

6,50%

6,75%

5,75%

5,75%

Mei

7,25%

6,50%

6,75%

5,75%

5,75%

Juni

7,00%

6,50%

6,75%

5,75%

6,00%

Juli

6,75%

6,50%

6,75%

5,75%

6,50%

Agustus

6,50%

6,50%

6,75%

5,75%

7,00%

September

6,50%

6,50%

6,75%

5,75%

7,25%

Oktober

6,50%

6,50%

6,50%

5,75%

7,25%

November

6,50%

6,50%

6,00%

5,75%

7,50%

Desember

6,50%

6,50%

6,00%

5,75%

7,50%

Tabel 3
Kurs rupiah terhadap dollar AS (X1.3)
Tahun 2009 sampai 2013
Bulan
Januari

2009
11355

2010
9365

Kurs
2011
9057

Pebruari

11980

9335

8823

9085

9667

Maret

11575

9115

8709

9180

9719

April

11213

9012

8574

9190

9722

2012
9000

2013
9698

Mei

10340

9180

8537

9565

9802

Juni

10225

9083

8597

9480

9929

Juli

9920

8952

8508

9485

10278

Agustus

10012

8998

8578

9560

10924

September

9681

8924

8823

9588

11613

Oktober

9545

8928

8835

9615

11234

November

9480

9013

9170

9605

11977

Desember

9400

8991

9068

9670

12189

Keterangan: kurs yang dipakai adalah nilai kurs tengah
b. Suku bunga bank (X2)
Tabel 4
Tingkat suku bunga deposito (X2.1)
Tahun 2009-2013
No
1
2
3
4
5
6
7
8
9
10
11
12

Nama Bank
PT. Bank Bukopin Tbk
PT. Bank Central Asia Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Danamon Indonesia Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Mandiri Tbk
PT. Bank Mega Tbk
PT. Bank Negara Indonesia Tbk
Bank OCBC NISP Tbk
PT. Bank Permata Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Pan Indonesia Bank Tbk

2009
6.88%
6.00%
6.25%
6.50%
5.88%
5.38%
5.75%
5.75%
5.78%
6.38%
5.50%
6.50%

2010
6.75%
6.00%
6.38%
6.25%
5.88%
5.50%
5.75%
5.75%
5.78%
6.50%
5.50%
6.50%

Bunga Deposito
2011
2012
6.50%
6.63%
6.25%
5.25%
6.38%
6.50%
6.75%
6.75%
6.00%
6.00%
5.50%
6.00%
5.75%
5.75%
5.63%
6.00%
6.02%
5.78%
6.50%
6.00%
6.00%
6.25%
6.50%
6.50%

Tabel 5
Tingkat suku bunga Kredit Modal Kerja (X2.2)
Tahun 2009-2013

2013
6.75%
5.63%
6.25%
6.88%
5.88%
6.38%
5.75%
5.63%
5.78%
6.38%
6.75%
6.50%

No

Nama Bank

1
2
3
4
5
6
7
8
9
10
11
12

PT. Bank Bukopin Tbk
PT. Bank Central Asia Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Danamon Indonesia Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Mandiri Tbk
PT. Bank Mega Tbk
PT. Bank Negara Indonesia Tbk
Bank OCBC NISP Tbk
PT. Bank Permata Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Pan Indonesia Bank Tbk

2009
9.75%
8.25%
8.25%
8.50%
7.88%
7.38%
7.75%
7.75%
7.78%
7.38%
7.50%
8.50%

Bunga
2010
9.75%
8.25%
8.38%
8.25%
7.88%
7.50%
7.75%
7.75%
7.78%
7.50%
7.50%
8.50%

Modal
2011
9.88%
9.00%
8.38%
8.25%
8.00%
7.50%
7.75%
7.63%
8.02%
8.50%
8.00%
8.50%

Kerja
2012
9.50%
9.25%
8.50%
8.75%
8.00%
8.00%
7.75%
8.00%
7.78%
8.00%
8.25%
8.50%

2013
9.50%
9.00%
8.25%
8.88%
7.88%
7.38%
7.75%
7.63%
7.78%
8.38%
8.75%
8.50%

Tabel 6
Tingkat suku bunga Kredit Investasi (X2.3)
Tahun 2009-2013
No

Nama Bank

1
2
3
4
5
6
7
8
9
10
11
12

PT. Bank Bukopin Tbk
PT. Bank Central Asia Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Danamon Indonesia Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Mandiri Tbk
PT. Bank Mega Tbk
PT. Bank Negara Indonesia Tbk
Bank OCBC NISP Tbk
PT. Bank Permata Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Pan Indonesia Bank Tbk

2009
8.75%
7.25%
9.25%
9.50%
8.88%
8.38%
8.75%
8.75%
8.78%
8.38%
8.50%
9.50%

Bunga
2010
8.75%
7.25%
9.38%
9.25%
8.88%
8.50%
8.75%
8.75%
8.78%
8.50%
8.50%
9.50%

Kredit
2011
8.88%
8.00%
9.38%
9.25%
9.00%
8.50%
8.75%
8.63%
9.02%
9.50%
9.00%
9.50%

Tabel 7
Tingkat suku bunga Kredit Konsumtif (X2.4)
Tahun 2009-2013

Investasi
2012
8.50%
8.25%
9.50%
9.75%
9.00%
9.00%
8.75%
9.00%
8.78%
9.00%
9.25%
9.50%

2013
8.50%
8.00%
9.25%
9.88%
8.88%
8.38%
8.75%
8.63%
8.78%
9.38%
9.75%
9.50%

No

Nama Bank

1
2
3
4
5
6
7
8
9
10
11
12

PT. Bank Bukopin Tbk
PT. Bank Central Asia Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Danamon Indonesia Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Mandiri Tbk
PT. Bank Mega Tbk
PT. Bank Negara Indonesia Tbk
Bank OCBC NISP Tbk
PT. Bank Permata Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Pan Indonesia Bank Tbk

2009
7.75%
6.25%
7.25%
7.50%
6.88%
6.38%
6.75%
6.75%
6.78%
6.38%
6.50%
7.50%

Bunga
2010
7.75%
6.25%
7.38%
7.25%
6.88%
6.50%
6.75%
6.75%
6.78%
6.50%
6.50%
7.50%

Kredit
2011
7.88%
7.00%
7.38%
7.25%
7.00%
6.50%
6.75%
6.63%
7.02%
7.50%
7.00%
7.50%

Konsumtif
2012
7.50%
7.25%
7.50%
7.75%
7.00%
7.00%
6.75%
7.00%
6.78%
7.00%
7.25%
7.50%

2013
7.50%
7.00%
7.25%
7.88%
6.88%
6.38%
6.75%
6.63%
6.78%
7.38%
7.75%
7.50%

c. Kinerja Perbankan (Y)

Tabel 8
CAR (Capital Adequacy Ratio) Bank Devisa (Y1.1)
Tahun 2009-2013
N

Bank

CAR

o
1
2
3
4
5
6
7
8
9
10
11
12

PT. Bank Permata Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Negara Indonesia Tbk
PT. Bank Bukopin Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Central Asia Tbk
PT. Bank Mandiri Tbk
PT. Bank Mega Tbk
Bank OCBC NISP Tbk
PT. Bank Danamon Indonesia Tbk
PT. Pan Indonesia Bank Tbk

2009
12,20%
13,20%
13,59%
13,80%
14,36%
14,71%
15,30%
15,60%
18,84%
20,45%
20,70%
21,53%

2010
14,10%
13,76%
13,24%
18,60%
13,28%
12,90%
13,50%
14,70%
14,78%
17,63%
16,00%
16,65%

2011
14,07%
13,18%
16,37%
17,60%
14,33%
12,16%
12,70%
17,20%
11,86%
13,75%
17,50%
17,45%

Tabel 9
Loan Deposit Ratio (LDR) Bank Devisa (Y1.2)

2012
16,73%
16,95%
15,16%
16,70%
18,45%
13,13%
14,20%
15,48%
16,83%
16,50%
18,90%
14,67%

2013
14,51%
16,99%
15,36%
15,10%
17,07%
12,81%
15,70%
14,93%
15,74%
19,30%
17,90%
15,32%

Tahun 2009-2013
No

Bank

1
2
3
4
5
6
7
8
9
10

PT. Bank Central Asia Tbk
PT. Bank Mega Tbk
PT. Bank Mandiri Tbk
PT. Bank Negara Indonesia Tbk
Bank OCBC NISP Tbk
PT. Pan Indonesia Bank Tbk
PT. Bank Bukopin Tbk
PT. Bank Rakyat Indonesia Tbk
PT. Bank Internasional Indonesia Tbk
PT. Bank Danamon Indonesia Tbk

2009
50,30%
56,82%
61,40%
64,10%
73,26%
73,28%
75,99%
80,88%
82,93%
88,76%

11
12

PT. Bank Permata Tbk
PT. Bank CIMB Niaga Tbk

90,60%
95,11%

2010
55,20%
56,03%
67,60%
70,20%
80,00%
74,22%
71,85%
75,17%
89,03%
93,82%

LDR
2011
61,70%
63,75%
74,10%
70,40%
87,04%
80,36%
85,01%
79,93%
95,07%
98,30%

2012
68,60%
52,39%
77,66%
77,50%
86,80%
88,46%
83,81%
79,85%
92,97%
100,70

2013
75,40%
51,45%
82,97%
85,30%
92,50%
87,71%
85,80%
88,54%
93,24%
95,10%

87,50%
88,04%

83,06%
70,06%

%
89,52%
95,04%

89,26%
94,49%

2012
1,62%
1,70%
1,83%
3,71%
2,90%
1,96%
2,74%
1,80%
3,18%
3,55%
3,60%
5,15%

2013
1,71%
1,60%
1,75%
3,40%
3,40%
1,85%
1,14%
1,80%
2,76%
3,66%
3,80%
5,03%

Tabel 10
ROA (Return On Assets) Bank Devisa (Y1.3)
Tahun 2009-2013
N

Bank

ROA

o
1
2
3
4
5
6
7
8
9
10
11
12

PT. Bank Internasional Indonesia Tbk
PT. Bank Permata Tbk
PT. Bank Bukopin Tbk
PT. Bank Danamon Indonesia Tbk
PT. Bank Negara Indonesia Tbk
PT. Pan Indonesia Bank Tbk
PT. Bank Mega Tbk
Bank OCBC NISP Tbk
PT. Bank CIMB Niaga Tbk
PT. Bank Mandiri Tbk
PT. Bank Central Asia Tbk
PT. Bank Rakyat Indonesia Tbk

5.

2009
(0,13%)
1,40%
1,46%
1,50%
1,70%
1,75%
1,77%
1,91%
2,10%
3,00%
3,40%
3,73%

2010
0,85%
1,90%
1,65%
2,79%
2,50%
1,76%
2,45%
1,29%
2,75%
3,40%
3,50%
4,64%

2011
1,11%
1,66%
1,87%
2,60%
2,90%
2,02%
2,29%
1,91%
1,49%
2,70%
3,80%
4,18%

NOMOGRAM HARRY KING
Dalam penelitian ini, populasi perusahaan perbankan yang listing di Bursa

Efek Indonesia sebanyak 36 perusahaan. Pengambilan sampel dengan menggunakan
Nomogram Harry King, dengan menggunakan tingkat kesalahan sebesar 5% atau

tingkat kepercayaan sampel terhadap populasi 95%, maka bila ditarik garis lurus dari
angka 36 melewati taraf kesalahan 5%, ditemukan titik 85. Maka mendapatkan hasil
populasi yang diambil sebagai sampel sebanyak 0,85 x 36 = 30. Jadi berdasarkan
Nomogram Harry King, sampel yang digunakan dalam penelitian ini adalah 30
perusahaan perbankan.
Dalam penelitian ini, peneliti hanya menggunakan 12 perusahaan perbankan,
hal ini berdasarkan pertimbangan bahwa ke 12 bank tersebut yang secara terus
menerus selama 5 tahun, yaitu periode 2009-2013 melaporkan kinerja keuangannya
pada Bursa Efek Indonesia. Pemilihan periode 2009-2013, yaitu berdasarkan
kedekatan waktu dengan penelitian ini.