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90 LAMPIRAN
LAMPIRAN 1
Daftar Populasi Perusahaan Perbankan Konvensional
No. Kode Saham Nama Tanggal IPO
1. AGRO Bank Rakyat Indonesia Argo Niaga Tbk. 08-Agustus-2003
2. AGRS Bank IBK Indonesia Tbk. 22-Desember-2014
3. AMAR Bank Amar Indonesia Tbk. 09-Januari-2020
4. ARTO Bank Artos Indonesia 12-Januari-2016
5. BABP Bank MNC Internasional Tbk. 15-Juli-2002
6. BACA Bank Capital Indonesia Tbk. 08-Oktober-2007
7. BBCA Bank Central Asia Tbk. 31-Mei-2000
8. BBHI Bank Harda Internasional Tbk. 12-Agustus-2015
9. BBKP Bank Bukopin Tbk. 19-Juli-2006
10. BBMD Bank Mestika Dharma Tbk. 08-Juli-2013
11. BBNI Bank Negara Indonesia Tbk. 25-November-1996
12. BBRI Bank Rakyat Indonesia Tbk. 10-November-2003
13. BBTN Bank Tabungan Negara Tbk. 17-Desember-2009
14. BBYB Bank Yudha Bhakti Tbk. 13-Januari-2016
15. BDMN Bank Danamon Tbk. 06-Desember-1989
16. BGTB Bank Ganesha Tbk. 12-Mei-2016
17. BINA Bank Ina Perdana Tbk. 16-Januari-2016
18. BJBR Bank Pembangunan Daerah Jabar Tbk. 08-Juli-2010 19. BJTM Bank Pembangunan Daerah Jatim Tbk. 12-Juli-2012
20. BKSW Bank QNB Indonesia Tbk. 21-November-2002
21. BMAS Bank Maspion Tbk. 11-Juli-2013
22. BMRI Bank Mandiri Tbk. 14-Juli-2003
23. BNBA Bank Bumi Arta Tbk. 31-Desember-1999
24. BNGA Bank CIMB Niaga Tbk. 29-November-1989
Lanjutan Lampiran 1
No. Kode Saham Nama Tanggal IPO
25. BNII Bank Maybank Indonesia Tbk. 21-November-1989
26. BLNI Bank Permata Indonesia Tbk. 15-Januari-1990
27. BSIM Bank Sinar Mas Tbk. 13-Desember-2010
28. BSWD Bank of India Indonesia Tbk. 01-Mei-2002
29. BTPN Bank BTPN Tbk. 12-Maret-2008
30. BVIC Bank Victoria Internasional Tbk. 30-Juni-1999
31. DNAR Bank OKE Internasional Tbk. 11-Juli-2015
32. INPL Bank Arta Graha Internasional Tbk. 29-Agustus-1990 33. MAYA Bank Mayapada Internasional Tbk. 29-Agustus-1997 34. MCOR Bank China Construction Indonesia Tbk. 03-Juli-2007
35. MEGA Bank Mega Tbk. 17-April-2000
36. NISP Bank OCBC NISP Tbk. 20-Oktober-1994
37. NOBU Bank Nationalnobu Indonesia 20-Mei-2013
38. SDRA Bank Woori Saudara Indonesia 1906 Tbk. 15-Desember-2006
LAMPIRAN 2
Data ROE, NPL, LOTA, SIZE, GDPG, INF dan BUFF Pada Perbankan Konvensional Tahun 2015-2020
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF AGRO 2015 7,65% 1,32% 70,68% 9,0316 4,79% 3,35% 14,12%
Lanjutan Lampiran 2
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF BABP 2016 0,62% 2,38% 60,81% 9,477 5,02% 3,02% 11,54%
Lanjutan Lampiran 2
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF
BBRI 2020 11,05% 0,80% 55,18% 14,2288 -2,07% 1,64% 12,61%
BBTN 2015 16,84% 2,11% 79,68% 12,0541 4,79% 3,35% 8,97%
Lanjutan Lampiran 2
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF BMRI 2018 16,23% 2,79% 63,83% 13,9997 5,17% 3,13% 12,96%
BMRI 2019 15,08% 2,39% 64,51% 14,0918 5,02% 2,72% 13,39%
BMRI 2020 9,36% 0,43% 56,52% 14,1727 -2,07% 1,64% 11,90%
BNBA 2015 8,97% 0,39% 74,63% 15,7413 4,79% 3,35% 17,57%
BNBA 2016 6,43% 1,01% 63,20% 15,7785 5,02% 3,02% 17,15%
BNBA 2017 6,96% 0,85% 64,55% 15,7535 5,07% 3,61% 17,67%
BNBA 2018 6,81% 0,69% 65,31% 15,803 5,17% 3,13% 17,52%
BNBA 2019 3,51% 0,70% 67,89% 15,8446 5,02% 2,72% 15,55%
BNBA 2020 2,40% 1,81% 59,91% 15,8485 -2,07% 1,64% 17,80%
BNGA 2015 3,00% 4,50% 74,25% 12,3835 4,79% 3,35% 8,28%
BNGA 2016 5,80% 3,10% 74,54% 12,3949 5,02% 3,02% 9,96%
BNGA 2017 8,30% 2,50% 69,51% 12,4923 5,07% 3,61% 10,60%
BNGA 2018 9,09% 4,10% 70,64% 12,4941 5,17% 3,13% 11,66%
BNGA 2019 9,35% 4,40% 70,76% 12,5225 5,02% 2,72% 13,47%
BNGA 2020 5,01% 4,70% 62,20% 12,5459 -2,07% 1,64% 13,92%
BNII 2015 8,47% 2,42% 70,09% 11,9679 4,79% 3,35% 9,74%
BNII 2016 11,85% 2,28% 69,43% 12,0238 5,02% 3,02% 8,77%
BNII 2017 9,41% 1,72% 72,40% 12,0625 5,07% 3,61% 9,53%
Lanjutan Lampiran 2
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF
BTPN 2016 12,60% 0,40% 69,13% 11,4226 5,02% 3,02% 17,00%
BTPN 2017 8,20% 0,40% 68,43% 11,4667 5,07% 3,61% 16,60%
BTPN 2018 11,60% 0,50% 67,23% 11,5262 5,17% 3,13% 17,30%
Lanjutan Lampiran 2
KODE Tahun X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF
NISP 2019 3,23% 2,05% 46,82% 10,5128 5,02% 2,72% 9,43%
NISP 2020 3,40% 2,44% 47,20% 10,3026 -2,07% 1,64% 10,28%
NOBU 2015 1,59% 0,00% 51,94% 8,8103 4,79% 3,35% 19,48%
NOBU 2016 2,32% 0,01% 44,42% 9,104 5,02% 3,02% 18,06%
X1_ROE X2_NPL X3_LOTA X4_SIZE X5_GDPG X6_INF Y_BUFF
Mean 7,20% 2,54% 60,55% 12,33365 3,83% 2,91% 13,56%
Variable Coefficient Std. Error t-Statistic Prob.
X1_ROE -0.144411 0.021841 -6.612005 0.0000 X2_NPL 0.060157 0.013007 5.856370 0.0000 X3_LOTA -0.375134 0.019537 -19.20167 0.0000 X4_SIZE 5.38E-08 1.07E-07 0.503469 0.6153 X5_GDPG -0.038029 0.076977 -0.494027 0.6219
X6_INF 0.232237 0.323534 0.717813 0.4738
C 0.365738 0.012357 29.59815 0.0000
R-squared 0.961271 Mean dependent var 0.135361 Adjusted R-squared 0.960000 S.D. dependent var 0.061109 S.E. of regression 0.012111 Akaike info criterion -5.932290 Sum squared resid 0.026543 Schwarz criterion -5.810872 Log likelihood 558.7009 Hannan-Quinn criter. -5.883100 F-statistic 741.9572 Durbin-Watson stat 0.161791 Prob(F-statistic) 0.000000
Variable Coefficient Std. Error t-Statistic Prob.
X1_ROE -0.074032 0.023779 -3.113387 0.0022 X2_NPL 0.011852 0.007710 1.536113 0.1230 X3_LOTA -0.286985 0.048212 -5.952505 0.0000 X4_SIZE -2.81E-09 3.47E-08 -0.080915 0.9356 X5_GDPG -0.031534 0.023043 -1.368483 0.1732 X6_INF 0.273517 0.098598 2.774068 0.0062
C 0.307642 0.028169 10.92113 0.0000
Effects Specification
Cross-section fixed (dummy variables)
R-squared 0.997098 Mean dependent var 0.135487 Adjusted R-squared 0.996341 S.D. dependent var 0.061177 S.E. of regression 0.003576 Akaike info criterion -8.215552 Sum squared resid 0.001714 Schwarz criterion -7.574031 Log likelihood 801.0440 Hannan-Quinn criter. -7.955541 F-statistic 1446.109 Durbin-Watson stat 1.324245 Prob(F-statistic) 0.000000
LAMPIRAN 6
Random Effect Model
Dependent Variable: Y_BUFF
Method: Panel EGLS (Cross-section random effects) Date: 01/27/22 Time: 09:23
Sample: 2015 2020 Periods included: 6 Cross-sections included: 31
Total panel (balanced) observations: 186
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
X1_ROE -0.038759 0.018232 -2.125926 0.0349 X2_NPL 0.032052 0.004275 6.341872 0.0000 X3_LOTA -0.429791 0.025546 -16.82396 0.0000 X4_SIZE -2.19E-09 3.46E-08 -0.063392 0.9495 X5_GDPG -0.026619 0.022977 -1.158490 0.2482 X6_INF 0.206609 0.096905 2.132089 0.0344
C 0.392600 0.014878 26.38774 0.0000
Effects Specification
S.D. Rho
Cross-section random 0.010541 0.9052
Idiosyncratic random 0.003450 0.0654
Weighted Statistics
R-squared 0.882186 Mean dependent var 0.015251 Adjusted R-squared 0.878142 S.D. dependent var 0.011010 S.E. of regression 0.003561 Sum squared resid 0.002528 F-statistic 225.9160 Durbin-Watson stat 1.010308 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.946153 Mean dependent var 0.135217 Sum squared resid 0.035102 Durbin-Watson stat 0.073148
LAMPIRAN 7
Cross-section F 62.302452 (30,149) 0.0000
Cross-section Chi-square 484.708001 30 0.0000
LAMPIRAN 8
Uji Hausman
Correlated Random Effects - Hausman Test Equation: Untitled
Test cross-section random effects
Test Summary
Chi-Sq.
Statistic Chi-Sq. d.f. Prob.
Cross-section random 0.000000 6 1.0000
LAMPIRAN 9
Uji F
Dependent Variable: Y_BUFF
Method: Panel EGLS (Cross-section random effects) Date: 01/27/22 Time: 09:23
Sample: 2015 2020 Periods included: 6 Cross-sections included: 31
Total panel (balanced) observations: 186
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
X1_ROE -0.038759 0.018232 -2.125926 0.0349 X2_NPL 0.032052 0.004275 6.341872 0.0000 X3_LOTA -0.429791 0.025546 -16.82396 0.0000 X4_SIZE -2.19E-09 3.46E-08 -0.063392 0.9495 X5_GDPG -0.026619 0.022977 -1.158490 0.2482 X6_INF 0.206609 0.096905 2.132089 0.0344
C 0.392600 0.014878 26.38774 0.0000
Effects Specification
S.D. Rho
Cross-section random 0.010541 0.9052
Idiosyncratic random 0.003450 0.0654
Weighted Statistics
R-squared 0.882186 Mean dependent var 0.015251 Adjusted R-squared 0.878142 S.D. dependent var 0.011010 S.E. of regression 0.003561 Sum squared resid 0.002528 F-statistic 225.9160 Durbin-Watson stat 1.010308 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.946153 Mean dependent var 0.135217 Sum squared resid 0.035102 Durbin-Watson stat 0.073148
LAMPIRAN 10
Uji t
Dependent Variable: Y_BUFF
Method: Panel EGLS (Cross-section random effects) Date: 01/27/22 Time: 09:23
Sample: 2015 2020 Periods included: 6 Cross-sections included: 31
Total panel (balanced) observations: 186
Swamy and Arora estimator of component variances
Variable Coefficient Std. Error t-Statistic Prob.
X1_ROE -0.038759 0.018232 -2.125926 0.0349 X2_NPL 0.032052 0.004275 6.341872 0.0000 X3_LOTA -0.429791 0.025546 -16.82396 0.0000 X4_SIZE -2.19E-09 3.46E-08 -0.063392 0.9495 X5_GDPG -0.026619 0.022977 -1.158490 0.2482 X6_INF 0.206609 0.096905 2.132089 0.0344
C 0.392600 0.014878 26.38774 0.0000
Effects Specification
S.D. Rho
Cross-section random 0.010541 0.9052
Idiosyncratic random 0.003450 0.0654
Weighted Statistics
R-squared 0.882186 Mean dependent var 0.015251 Adjusted R-squared 0.878142 S.D. dependent var 0.011010 S.E. of regression 0.003561 Sum squared resid 0.002528 F-statistic 225.9160 Durbin-Watson stat 1.010308 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.946153 Mean dependent var 0.135217 Sum squared resid 0.035102 Durbin-Watson stat 0.073148