Analisis Penerapan Basel Accord terhadap Portofolio Investasi pada Bank Pembangunan Daerah di Indonesia
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
-
-
70
Universitas Sumatera Utara
21
PT. BPD Sulawesi Utara
22
PT. BPD Sulawesi Selatan dan
Sulawesi Barat
-
-
23
PT. BPD Sumatera Barat
24
PT. BPD Sumatera Selatan
dan Bangka Belitung
-
-
25
PT. BPD Sumatera Utara
26
PT. BPD Yogyakarta
71
Universitas Sumatera Utara
Lampiran 2
Hasil olahan data populasi, Tabel Input Data
NO Tahun
Nama Bank
1
2006 PT. BPD Aceh
2
2006 PT. BPD Bali
3
2006 PT. Bank DKI
4
2006 PT. BPD Jambi
5
2006 PT. BPD Jawa Tengah
6
2006 PT. BPD Jawa Barat dan Banten, Tbk
7
2006 PT. BPD Jawa Timur
8
2006 PD.BPD Kalimantan Timur
9
2006 PT. BPD Kalimantan Selatan
10
2006 PT. BPD Kalimantan Barat
11
2006 PT. BPD Nusa Tenggara Timur
12
2006 PT. BPD Nusa Tenggara Barat
13
2006 PT. BPD Papua
14
2006 PT. BPD Riau Kepri
15
2006 PT. BPD Sulawesi Utara
16
2006 PT. BPD Sumatera Barat
17
2006 PT. BPD Yogyakarta
18
2006 PT. BPD Sumatera Utara
19
2007 PT. BPD Aceh
20
2007 PT. BPD Bali
21
2007 PT. Bank DKI
22
2007 PT. BPD Jambi
23
2007 PT. BPD Jawa Tengah
24
2007 PT. BPD Jawa Barat dan Banten, Tbk
25
2007 PT. BPD Jawa Timur
26
2007 PD.BPD Kalimantan Timur
27
2007 PT. BPD Kalimantan Selatan
28
2007 PT. BPD Kalimantan Barat
29
2007 PT. BPD Nusa Tenggara Timur
30
2007 PT. BPD Nusa Tenggara Barat
31
2007 PT. BPD Papua
32
2007 PT. BPD Riau Kepri
33
2007 PT. BPD Sulawesi Utara
34
2007 PT. BPD Sumatera Barat
35
2007 PT. BPD Yogyakarta
36
2007 PT. BPD Sumatera Utara
CAR
22.59
21.03
17.81
50.02
17.38
15.32
39.18
29.88
24.19
18.90
18.64
17.53
53.19
30.54
15.69
23.37
16.31
26.24
26.31
18.70
15.09
35.73
18.94
16.81
34.45
27.14
21.29
21.89
18.64
16.09
50.41
31.81
12.52
20.39
16.42
21.10
LDR
19.88
81.38
52.40
37.34
58.98
75.67
38.75
17.90
29.92
38.70
65.53
87.68
19.13
17.11
58.78
69.28
50.55
43.48
30.54
80.56
68.58
60.41
77.09
79.02
42.11
24.05
35.50
46.64
87.05
109.31
21.56
30.00
74.50
75.86
53.57
56.46
NPL
0.82
1.34
4.55
0.83
0.56
0.41
0.43
1.30
2.88
0.56
0.59
1.87
2.08
1.30
1.03
3.70
1.53
2.62
0.81
1.48
4.15
0.49
0.44
0.70
0.69
1.94
2.19
0.22
0.89
3.59
1.83
1.74
1.34
4.00
1.12
2.01
PL
19.00
3.62
7.88
19.40
10.49
13.02
48.50
26.47
30.96
3.00
58.00
15.00
35.00
45.62
48.00
53.00
15.00
60.00
24.00
1.23
-2.45
-21.36
31.57
19.70
3.44
0.89
4.57
6.00
20.00
8.00
68.00
11.74
-3.00
-22.00
-8.00
29.00
ROA
3.06
4.78
1.65
3.56
3.72
3.01
4.07
3.38
3.25
1.95
4.54
2.27
2.86
3.75
5.06
3.18
2.67
3.43
3.07
4.33
1.39
3.44
3.80
2.44
3.55
3.25
2.57
1.93
4.23
2.12
3.12
2.46
2.55
2.48
2.67
3.39
72
Universitas Sumatera Utara
BOPO
70.06
67.54
86.20
69.09
73.67
80.46
69.43
68.49
72.85
84.87
66.43
82.56
77.50
66.18
77.20
77.08
76.57
78.83
68.68
71.03
88.14
71.78
72.04
79.12
68.20
64.82
74.40
84.39
67.38
80.75
70.48
69.30
84.84
79.85
78.39
76.09
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2010
2010
2010
2010
2010
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
26.57
15.18
17.21
18.61
18.49
15.06
25.54
25.13
16.49
18.90
33.87
14.22
50.15
24.03
15.29
18.31
18.97
16.55
22.94
13.75
15.13
29.98
20.67
21.20
21.38
22.03
16.09
17.86
32.82
15.61
47.00
22.29
15.67
17.08
18.64
12.28
18.38
12.79
8.34
22.22
17.23
39.05
90.40
66.98
89.08
102.12
89.44
54.04
33.68
54.08
68.00
111.00
128.48
28.43
43.24
88.74
93.48
75.49
84.13
61.79
104.41
57.25
97.64
89.18
82.47
69.67
69.11
67.93
87.76
122.79
115.43
36.28
88.24
100.25
87.72
79.33
97.87
82.46
93.31
70.09
84.09
74.13
1.17
0.76
4.92
0.40
0.21
0.78
0.72
1.61
1.29
0.12
1.19
3.43
1.55
1.12
1.60
3.66
1.38
0.99
1.69
0.68
5.76
0.56
0.26
1.97
1.05
1.37
1.22
0.09
1.50
4.07
1.81
1.38
0.51
3.30
1.36
2.47
7.02
0.57
3.73
0.40
0.53
134.00
36.21
14.25
22.19
21.24
48.17
12.46
43.31
29.44
28.00
21.00
20.00
44.00
11.56
-4.00
14.00
18.00
30.00
8.90
49.73
2.14
33.96
0.85
20.32
-5.81
26.04
20.28
34.00
3.00
3.00
9.00
-1.51
-13.00
12.00
19.00
26.00
-44.00
-2.55
16.31
74.28
3.42
3.66
4.32
1.41
4.87
4.55
3.36
3.94
4.64
3.10
2.76
4.75
4.53
3.32
2.92
2.63
2.79
3.11
4.11
2.91
4.24
1.41
5.16
4.04
3.24
3.75
3.81
3.77
3.80
4.80
4.39
3.26
2.68
1.89
2.71
3.24
4.42
1.80
3.98
2.14
5.73
2.83
73
Universitas Sumatera Utara
70.57
72.46
89.71
61.93
70.14
75.41
67.42
55.34
78.15
80.23
67.03
73.28
70.88
71.93
84.68
78.94
76.39
74.02
71.39
66.80
88.46
62.94
71.36
77.30
66.04
63.69
65.75
81.35
70.68
77.33
69.72
73.83
89.84
79.85
75.17
69.86
92.99
68.96
87.96
54.82
79.61
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2012
2012
2012
2012
2012
2012
2012
2012
2012
2012
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
22.85
19.47
18.58
18.09
17.53
26.29
14.18
29.56
26.67
10.60
14.13
15.31
13.06
18.27
11.73
9.57
23.47
15.02
18.36
16.53
18.37
17.65
17.74
20.89
12.89
23.54
20.62
12.71
12.60
13.07
14.66
17.82
16.79
12.30
24.41
14.38
18.11
26.56
20.83
18.22
16.87
71.54
80.70
81.69
74.92
87.09
91.77
102.23
43.83
75.42
104.98
84.41
70.24
91.04
91.42
82.73
73.03
66.55
70.17
72.95
80.11
59.95
63.30
87.20
92.95
101.45
47.91
65.74
99.78
91.69
78.71
78.56
89.89
80.60
73.50
82.29
82.62
74.09
83.55
56.78
55.77
86.80
1.86
0.65
3.30
1.12
0.13
2.49
2.92
0.95
2.45
0.98
3.31
1.39
3.02
3.69
0.57
3.12
0.36
1.04
1.21
0.97
2.90
0.96
0.15
1.20
2.17
1.09
2.57
1.26
2.76
1.19
2.56
3.30
0.45
3.20
0.33
0.80
2.07
2.95
7.45
1.83
0.17
23.77
57.11
3.46
41.39
18.00
31.00
61.00
44.00
39.17
15.00
17.00
21.00
19.00
64.00
2.25
47.88
33.50
7.61
8.21
4.33
6.12
11.38
8.00
33.00
17.00
29.00
-13.85
-12.00
-2.00
17.00
5.00
36.00
5.19
10.55
38.24
32.53
14.59
-25.68
-39.01
-36.22
18.00
3.15
5.57
5.23
4.68
3.19
4.30
6.27
2.86
3.83
3.04
3.51
10.74
4.55
2.91
3.54
2.32
3.28
2.67
2.65
4.97
3.70
2.81
3.42
4.19
5.71
2.86
2.62
2.01
2.68
10.65
3.26
3.66
4.28
2.32
3.58
2.73
2.46
3.34
2.50
1.27
3.33
74
Universitas Sumatera Utara
76.60
59.38
72.43
62.07
70.23
72.10
72.43
70.67
70.09
85.09
76.34
73.53
68.65
77.36
69.74
79.74
61.16
78.74
80.02
60.02
68.81
74.68
76.97
71.04
68.81
73.44
75.15
84.96
78.82
74.96
75.99
71.51
62.82
81.43
63.32
75.77
79.31
68.89
64.32
79.40
71.33
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
2012
2012
2012
2012
2012
2012
2012
2012
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
16.52
12.92
19.95
19.56
18.76
15.12
14.40
13.24
17.56
18.71
14.21
28.10
15.45
16.51
23.72
19.03
17.92
16.99
17.26
17.21
18.40
18.68
17.27
15.59
15.69
14.46
17.79
20.71
17.96
27.11
14.17
16.39
22.17
18.06
21.12
19.21
18.16
19.34
16.28
18.27
14.26
93.45
108.41
71.65
66.49
108.88
100.35
71.89
101.90
86.80
87.87
95.20
110.13
86.96
96.47
84.98
90.77
85.38
77.51
96.36
105.56
84.48
87.60
112.94
99.13
73.67
107.31
92.38
96.41
92.57
100.83
88.57
93.18
86.54
99.78
91.44
84.34
87.68
99.78
80.12
77.72
90.10
1.20
1.98
0.84
2.95
0.81
2.69
0.84
2.81
2.78
0.33
2.38
0.41
0.72
2.83
3.44
6.74
1.80
0.35
1.30
1.73
1.14
2.81
0.54
2.29
0.90
3.83
2.58
0.35
4.38
0.48
0.93
4.15
3.31
1.46
3.86
0.48
1.52
1.46
7.33
2.79
1.29
13.00
22.00
16.00
14.29
33.00
19.00
25.00
5.00
5.80
-4.61
44.72
13.95
45.26
15.89
5.19
-0.13
13.18
2.00
41.00
32.00
21.00
33.16
16.00
20.00
35.00
18.00
3.30
26.26
-12.60
0.48
8.59
-17.93
9.27
11.92
12.67
23.00
5.00
11.00
-59.00
14.28
-3.00
3.65
5.62
2.81
2.95
3.00
2.60
10.13
2.99
3.44
3.97
3.15
4.14
3.01
2.61
3.82
2.78
2.33
3.45
3.96
5.10
2.86
3.00
3.48
2.64
10.63
3.37
3.13
3.92
2.10
3.14
2.84
1.94
3.52
4.60
2.68
4.17
3.72
4.60
1.02
3.37
2.16
75
Universitas Sumatera Utara
71.57
64.32
74.15
75.07
77.66
76.73
74.86
77.76
70.72
63.03
74.99
62.07
54.18
79.41
70.28
64.19
76.00
70.12
67.13
64.19
72.01
69.12
75.56
78.27
72.75
74.22
74.11
64.89
80.26
71.45
54.37
85.94
69.63
66.00
75.15
71.77
69.24
66.00
91.26
70.59
83.76
160
161
162
2014
2014
2014
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
15.76
16.60
14.38
98.34
80.34
95.89
2.52
1.23
5.47
-19.00
21.00
-15.00
1.94
10.74
2.60
76
Universitas Sumatera Utara
84.51
72.64
80.30
Lampiran 3
Statistik Deskriptif Variabel Penelitian
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
CAR
20.01704
18.19000
53.19000
8.340000
7.478378
2.282376
9.416146
LDR
76.74340
81.53500
128.4800
17.11000
23.04240
-0.704916
3.106463
NPL
1.858951
1.375000
7.450000
0.090000
1.476520
1.465873
5.477127
PL
17.03049
15.44500
134.0000
-59.00000
22.97476
0.612709
7.131954
ROA
3.568333
3.270000
10.74000
1.020000
1.578519
2.657057
12.66262
BOPO
73.32870
72.69500
92.99000
54.18000
7.405079
0.053687
3.180713
Jarque-Bera
Probability
418.5263
0.000000
13.49298
0.001175
99.43627
0.000000
125.3792
0.000000
820.8413
0.000000
0.298258
0.861458
Sum
Sum Sq. Dev.
3242.760
9004.109
12432.43
85483.28
301.1500
350.9979
2758.940
84982.19
578.0700
401.1670
11879.25
8828.466
Observations
162
162
162
162
162
162
77
Universitas Sumatera Utara
Lampiran 4
Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
1. Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
2.183877
38.349485
(17,139)
17
0.0070
0.0022
Cross-section fixed effects test equation:
Dependent Variable: PL
Method: Panel Least Squares
Date: 01/12/12 Time: 22:30
Sample: 2006 2014
Periods included: 9
Cross-sections included: 18
Total panel (balanced) observations: 162
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
NPL
ROA
BOPO
LDR
59.21439
0.161345
-3.134580
2.779843
-0.541230
-0.127936
25.27598
0.272149
1.214410
1.172857
0.265011
0.085261
2.342714
0.592856
-2.581154
2.370147
-2.042294
-1.500522
0.0204
0.5541
0.0108
0.0190
0.0428
0.1355
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.217679
0.192605
20.64401
66483.32
-717.2540
8.681347
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
17.03049
22.97476
8.929061
9.043417
8.975491
1.548215
78
Universitas Sumatera Utara
2. Uji Hausman
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
6.465214
5
0.2635
Random
Var(Diff.)
Prob.
0.194431
-2.818432
2.423446
-0.572787
-0.095052
0.005908
0.068909
0.095530
0.008986
0.002131
0.6225
0.1325
0.2109
0.5718
0.2678
Cross-section random effects test comparisons:
Variable
CAR
NPL
ROA
BOPO
LDR
Fixed
0.232265
-2.423591
2.036796
-0.626389
-0.043893
Cross-section random effects test equation:
Dependent Variable: PL
Method: Panel Least Squares
Date: 01/12/12 Time: 21:23
Sample: 2006 2014
Periods included: 9
Cross-sections included: 18
Total panel (balanced) observations: 162
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
NPL
ROA
BOPO
LDR
58.91939
0.232265
-2.423591
2.036796
-0.626389
-0.043893
26.63777
0.277004
1.196008
1.182424
0.279951
0.099596
2.211874
0.838491
-2.026401
1.722559
-2.237496
-0.440713
0.0286
0.4032
0.0446
0.0872
0.0268
0.6601
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)
0.382586
0.284866
19.42874
52469.17
-698.0792
3.915120
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
17.03049
22.97476
8.902212
9.340575
9.080194
1.908114
79
Universitas Sumatera Utara
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
-
-
70
Universitas Sumatera Utara
21
PT. BPD Sulawesi Utara
22
PT. BPD Sulawesi Selatan dan
Sulawesi Barat
-
-
23
PT. BPD Sumatera Barat
24
PT. BPD Sumatera Selatan
dan Bangka Belitung
-
-
25
PT. BPD Sumatera Utara
26
PT. BPD Yogyakarta
71
Universitas Sumatera Utara
Lampiran 2
Hasil olahan data populasi, Tabel Input Data
NO Tahun
Nama Bank
1
2006 PT. BPD Aceh
2
2006 PT. BPD Bali
3
2006 PT. Bank DKI
4
2006 PT. BPD Jambi
5
2006 PT. BPD Jawa Tengah
6
2006 PT. BPD Jawa Barat dan Banten, Tbk
7
2006 PT. BPD Jawa Timur
8
2006 PD.BPD Kalimantan Timur
9
2006 PT. BPD Kalimantan Selatan
10
2006 PT. BPD Kalimantan Barat
11
2006 PT. BPD Nusa Tenggara Timur
12
2006 PT. BPD Nusa Tenggara Barat
13
2006 PT. BPD Papua
14
2006 PT. BPD Riau Kepri
15
2006 PT. BPD Sulawesi Utara
16
2006 PT. BPD Sumatera Barat
17
2006 PT. BPD Yogyakarta
18
2006 PT. BPD Sumatera Utara
19
2007 PT. BPD Aceh
20
2007 PT. BPD Bali
21
2007 PT. Bank DKI
22
2007 PT. BPD Jambi
23
2007 PT. BPD Jawa Tengah
24
2007 PT. BPD Jawa Barat dan Banten, Tbk
25
2007 PT. BPD Jawa Timur
26
2007 PD.BPD Kalimantan Timur
27
2007 PT. BPD Kalimantan Selatan
28
2007 PT. BPD Kalimantan Barat
29
2007 PT. BPD Nusa Tenggara Timur
30
2007 PT. BPD Nusa Tenggara Barat
31
2007 PT. BPD Papua
32
2007 PT. BPD Riau Kepri
33
2007 PT. BPD Sulawesi Utara
34
2007 PT. BPD Sumatera Barat
35
2007 PT. BPD Yogyakarta
36
2007 PT. BPD Sumatera Utara
CAR
22.59
21.03
17.81
50.02
17.38
15.32
39.18
29.88
24.19
18.90
18.64
17.53
53.19
30.54
15.69
23.37
16.31
26.24
26.31
18.70
15.09
35.73
18.94
16.81
34.45
27.14
21.29
21.89
18.64
16.09
50.41
31.81
12.52
20.39
16.42
21.10
LDR
19.88
81.38
52.40
37.34
58.98
75.67
38.75
17.90
29.92
38.70
65.53
87.68
19.13
17.11
58.78
69.28
50.55
43.48
30.54
80.56
68.58
60.41
77.09
79.02
42.11
24.05
35.50
46.64
87.05
109.31
21.56
30.00
74.50
75.86
53.57
56.46
NPL
0.82
1.34
4.55
0.83
0.56
0.41
0.43
1.30
2.88
0.56
0.59
1.87
2.08
1.30
1.03
3.70
1.53
2.62
0.81
1.48
4.15
0.49
0.44
0.70
0.69
1.94
2.19
0.22
0.89
3.59
1.83
1.74
1.34
4.00
1.12
2.01
PL
19.00
3.62
7.88
19.40
10.49
13.02
48.50
26.47
30.96
3.00
58.00
15.00
35.00
45.62
48.00
53.00
15.00
60.00
24.00
1.23
-2.45
-21.36
31.57
19.70
3.44
0.89
4.57
6.00
20.00
8.00
68.00
11.74
-3.00
-22.00
-8.00
29.00
ROA
3.06
4.78
1.65
3.56
3.72
3.01
4.07
3.38
3.25
1.95
4.54
2.27
2.86
3.75
5.06
3.18
2.67
3.43
3.07
4.33
1.39
3.44
3.80
2.44
3.55
3.25
2.57
1.93
4.23
2.12
3.12
2.46
2.55
2.48
2.67
3.39
72
Universitas Sumatera Utara
BOPO
70.06
67.54
86.20
69.09
73.67
80.46
69.43
68.49
72.85
84.87
66.43
82.56
77.50
66.18
77.20
77.08
76.57
78.83
68.68
71.03
88.14
71.78
72.04
79.12
68.20
64.82
74.40
84.39
67.38
80.75
70.48
69.30
84.84
79.85
78.39
76.09
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2010
2010
2010
2010
2010
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
26.57
15.18
17.21
18.61
18.49
15.06
25.54
25.13
16.49
18.90
33.87
14.22
50.15
24.03
15.29
18.31
18.97
16.55
22.94
13.75
15.13
29.98
20.67
21.20
21.38
22.03
16.09
17.86
32.82
15.61
47.00
22.29
15.67
17.08
18.64
12.28
18.38
12.79
8.34
22.22
17.23
39.05
90.40
66.98
89.08
102.12
89.44
54.04
33.68
54.08
68.00
111.00
128.48
28.43
43.24
88.74
93.48
75.49
84.13
61.79
104.41
57.25
97.64
89.18
82.47
69.67
69.11
67.93
87.76
122.79
115.43
36.28
88.24
100.25
87.72
79.33
97.87
82.46
93.31
70.09
84.09
74.13
1.17
0.76
4.92
0.40
0.21
0.78
0.72
1.61
1.29
0.12
1.19
3.43
1.55
1.12
1.60
3.66
1.38
0.99
1.69
0.68
5.76
0.56
0.26
1.97
1.05
1.37
1.22
0.09
1.50
4.07
1.81
1.38
0.51
3.30
1.36
2.47
7.02
0.57
3.73
0.40
0.53
134.00
36.21
14.25
22.19
21.24
48.17
12.46
43.31
29.44
28.00
21.00
20.00
44.00
11.56
-4.00
14.00
18.00
30.00
8.90
49.73
2.14
33.96
0.85
20.32
-5.81
26.04
20.28
34.00
3.00
3.00
9.00
-1.51
-13.00
12.00
19.00
26.00
-44.00
-2.55
16.31
74.28
3.42
3.66
4.32
1.41
4.87
4.55
3.36
3.94
4.64
3.10
2.76
4.75
4.53
3.32
2.92
2.63
2.79
3.11
4.11
2.91
4.24
1.41
5.16
4.04
3.24
3.75
3.81
3.77
3.80
4.80
4.39
3.26
2.68
1.89
2.71
3.24
4.42
1.80
3.98
2.14
5.73
2.83
73
Universitas Sumatera Utara
70.57
72.46
89.71
61.93
70.14
75.41
67.42
55.34
78.15
80.23
67.03
73.28
70.88
71.93
84.68
78.94
76.39
74.02
71.39
66.80
88.46
62.94
71.36
77.30
66.04
63.69
65.75
81.35
70.68
77.33
69.72
73.83
89.84
79.85
75.17
69.86
92.99
68.96
87.96
54.82
79.61
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2011
2012
2012
2012
2012
2012
2012
2012
2012
2012
2012
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
22.85
19.47
18.58
18.09
17.53
26.29
14.18
29.56
26.67
10.60
14.13
15.31
13.06
18.27
11.73
9.57
23.47
15.02
18.36
16.53
18.37
17.65
17.74
20.89
12.89
23.54
20.62
12.71
12.60
13.07
14.66
17.82
16.79
12.30
24.41
14.38
18.11
26.56
20.83
18.22
16.87
71.54
80.70
81.69
74.92
87.09
91.77
102.23
43.83
75.42
104.98
84.41
70.24
91.04
91.42
82.73
73.03
66.55
70.17
72.95
80.11
59.95
63.30
87.20
92.95
101.45
47.91
65.74
99.78
91.69
78.71
78.56
89.89
80.60
73.50
82.29
82.62
74.09
83.55
56.78
55.77
86.80
1.86
0.65
3.30
1.12
0.13
2.49
2.92
0.95
2.45
0.98
3.31
1.39
3.02
3.69
0.57
3.12
0.36
1.04
1.21
0.97
2.90
0.96
0.15
1.20
2.17
1.09
2.57
1.26
2.76
1.19
2.56
3.30
0.45
3.20
0.33
0.80
2.07
2.95
7.45
1.83
0.17
23.77
57.11
3.46
41.39
18.00
31.00
61.00
44.00
39.17
15.00
17.00
21.00
19.00
64.00
2.25
47.88
33.50
7.61
8.21
4.33
6.12
11.38
8.00
33.00
17.00
29.00
-13.85
-12.00
-2.00
17.00
5.00
36.00
5.19
10.55
38.24
32.53
14.59
-25.68
-39.01
-36.22
18.00
3.15
5.57
5.23
4.68
3.19
4.30
6.27
2.86
3.83
3.04
3.51
10.74
4.55
2.91
3.54
2.32
3.28
2.67
2.65
4.97
3.70
2.81
3.42
4.19
5.71
2.86
2.62
2.01
2.68
10.65
3.26
3.66
4.28
2.32
3.58
2.73
2.46
3.34
2.50
1.27
3.33
74
Universitas Sumatera Utara
76.60
59.38
72.43
62.07
70.23
72.10
72.43
70.67
70.09
85.09
76.34
73.53
68.65
77.36
69.74
79.74
61.16
78.74
80.02
60.02
68.81
74.68
76.97
71.04
68.81
73.44
75.15
84.96
78.82
74.96
75.99
71.51
62.82
81.43
63.32
75.77
79.31
68.89
64.32
79.40
71.33
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
2012
2012
2012
2012
2012
2012
2012
2012
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2013
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
2014
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
PT. BPD Aceh
PT. BPD Bali
PT. Bank DKI
PT. BPD Jambi
PT. BPD Jawa Tengah
PT. BPD Jawa Barat dan Banten, Tbk
PT. BPD Jawa Timur
PD.BPD Kalimantan Timur
PT. BPD Kalimantan Selatan
PT. BPD Kalimantan Barat
PT. BPD Nusa Tenggara Timur
PT. BPD Nusa Tenggara Barat
PT. BPD Papua
PT. BPD Riau Kepri
PT. BPD Sulawesi Utara
16.52
12.92
19.95
19.56
18.76
15.12
14.40
13.24
17.56
18.71
14.21
28.10
15.45
16.51
23.72
19.03
17.92
16.99
17.26
17.21
18.40
18.68
17.27
15.59
15.69
14.46
17.79
20.71
17.96
27.11
14.17
16.39
22.17
18.06
21.12
19.21
18.16
19.34
16.28
18.27
14.26
93.45
108.41
71.65
66.49
108.88
100.35
71.89
101.90
86.80
87.87
95.20
110.13
86.96
96.47
84.98
90.77
85.38
77.51
96.36
105.56
84.48
87.60
112.94
99.13
73.67
107.31
92.38
96.41
92.57
100.83
88.57
93.18
86.54
99.78
91.44
84.34
87.68
99.78
80.12
77.72
90.10
1.20
1.98
0.84
2.95
0.81
2.69
0.84
2.81
2.78
0.33
2.38
0.41
0.72
2.83
3.44
6.74
1.80
0.35
1.30
1.73
1.14
2.81
0.54
2.29
0.90
3.83
2.58
0.35
4.38
0.48
0.93
4.15
3.31
1.46
3.86
0.48
1.52
1.46
7.33
2.79
1.29
13.00
22.00
16.00
14.29
33.00
19.00
25.00
5.00
5.80
-4.61
44.72
13.95
45.26
15.89
5.19
-0.13
13.18
2.00
41.00
32.00
21.00
33.16
16.00
20.00
35.00
18.00
3.30
26.26
-12.60
0.48
8.59
-17.93
9.27
11.92
12.67
23.00
5.00
11.00
-59.00
14.28
-3.00
3.65
5.62
2.81
2.95
3.00
2.60
10.13
2.99
3.44
3.97
3.15
4.14
3.01
2.61
3.82
2.78
2.33
3.45
3.96
5.10
2.86
3.00
3.48
2.64
10.63
3.37
3.13
3.92
2.10
3.14
2.84
1.94
3.52
4.60
2.68
4.17
3.72
4.60
1.02
3.37
2.16
75
Universitas Sumatera Utara
71.57
64.32
74.15
75.07
77.66
76.73
74.86
77.76
70.72
63.03
74.99
62.07
54.18
79.41
70.28
64.19
76.00
70.12
67.13
64.19
72.01
69.12
75.56
78.27
72.75
74.22
74.11
64.89
80.26
71.45
54.37
85.94
69.63
66.00
75.15
71.77
69.24
66.00
91.26
70.59
83.76
160
161
162
2014
2014
2014
PT. BPD Sumatera Barat
PT. BPD Yogyakarta
PT. BPD Sumatera Utara
15.76
16.60
14.38
98.34
80.34
95.89
2.52
1.23
5.47
-19.00
21.00
-15.00
1.94
10.74
2.60
76
Universitas Sumatera Utara
84.51
72.64
80.30
Lampiran 3
Statistik Deskriptif Variabel Penelitian
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
CAR
20.01704
18.19000
53.19000
8.340000
7.478378
2.282376
9.416146
LDR
76.74340
81.53500
128.4800
17.11000
23.04240
-0.704916
3.106463
NPL
1.858951
1.375000
7.450000
0.090000
1.476520
1.465873
5.477127
PL
17.03049
15.44500
134.0000
-59.00000
22.97476
0.612709
7.131954
ROA
3.568333
3.270000
10.74000
1.020000
1.578519
2.657057
12.66262
BOPO
73.32870
72.69500
92.99000
54.18000
7.405079
0.053687
3.180713
Jarque-Bera
Probability
418.5263
0.000000
13.49298
0.001175
99.43627
0.000000
125.3792
0.000000
820.8413
0.000000
0.298258
0.861458
Sum
Sum Sq. Dev.
3242.760
9004.109
12432.43
85483.28
301.1500
350.9979
2758.940
84982.19
578.0700
401.1670
11879.25
8828.466
Observations
162
162
162
162
162
162
77
Universitas Sumatera Utara
Lampiran 4
Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman
1. Uji Chow
Redundant Fixed Effects Tests
Equation: Untitled
Test cross-section fixed effects
Effects Test
Statistic
Cross-section F
Cross-section Chi-square
d.f.
Prob.
2.183877
38.349485
(17,139)
17
0.0070
0.0022
Cross-section fixed effects test equation:
Dependent Variable: PL
Method: Panel Least Squares
Date: 01/12/12 Time: 22:30
Sample: 2006 2014
Periods included: 9
Cross-sections included: 18
Total panel (balanced) observations: 162
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
NPL
ROA
BOPO
LDR
59.21439
0.161345
-3.134580
2.779843
-0.541230
-0.127936
25.27598
0.272149
1.214410
1.172857
0.265011
0.085261
2.342714
0.592856
-2.581154
2.370147
-2.042294
-1.500522
0.0204
0.5541
0.0108
0.0190
0.0428
0.1355
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.217679
0.192605
20.64401
66483.32
-717.2540
8.681347
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
17.03049
22.97476
8.929061
9.043417
8.975491
1.548215
78
Universitas Sumatera Utara
2. Uji Hausman
Correlated Random Effects - Hausman Test
Equation: Untitled
Test cross-section random effects
Test Summary
Cross-section random
Chi-Sq.
Statistic
Chi-Sq. d.f.
Prob.
6.465214
5
0.2635
Random
Var(Diff.)
Prob.
0.194431
-2.818432
2.423446
-0.572787
-0.095052
0.005908
0.068909
0.095530
0.008986
0.002131
0.6225
0.1325
0.2109
0.5718
0.2678
Cross-section random effects test comparisons:
Variable
CAR
NPL
ROA
BOPO
LDR
Fixed
0.232265
-2.423591
2.036796
-0.626389
-0.043893
Cross-section random effects test equation:
Dependent Variable: PL
Method: Panel Least Squares
Date: 01/12/12 Time: 21:23
Sample: 2006 2014
Periods included: 9
Cross-sections included: 18
Total panel (balanced) observations: 162
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CAR
NPL
ROA
BOPO
LDR
58.91939
0.232265
-2.423591
2.036796
-0.626389
-0.043893
26.63777
0.277004
1.196008
1.182424
0.279951
0.099596
2.211874
0.838491
-2.026401
1.722559
-2.237496
-0.440713
0.0286
0.4032
0.0446
0.0872
0.0268
0.6601
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)
0.382586
0.284866
19.42874
52469.17
-698.0792
3.915120
0.000000
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
17.03049
22.97476
8.902212
9.340575
9.080194
1.908114
79
Universitas Sumatera Utara