31
DAFTAR NAMA - NAMA DAN KODE BANK
Sumber: Indonesian Capital Market Directory (ICMD)
No.
Kode
Nama Bank
1
AGRO
Bank Agroniaga Tbk
2
BABP
Bank ICB Bumiputera Tbk Tbk
3
BACA
Bank Capital Indonesia Tbk
4
BAEK
Bank Ekonomi Raharja Tbk
5
BBCA
Bank Central Asia Tbk
6
BBKP
Bank Bukopin Tbk
7
BBNI
Bank Negara Indonesia Tbk
8
BBNP
Bank Nusantara Parahyangan Tbk
9
BBRI
Bank Rakyat Indonesia (Persero) Tbk
10
BBTN
Bank Tabungan Negara (Persero) Tbk
11
BCIC
Bank Mutiara Tbk
12
BDMN
Bank Danamon Indonesia Tbk
13
BEKS
Bank Pundi Indonesia Tbk
14
BJBR
Bank Pembangunan Daerah Jawa Barat dan Banten Tbk
15
BKSW
Bank Kesawan Tbk
16
BMRI
Bank Mandiri (Persero) Tbk
17
BNBA
Bank Bumi Arta Tbk
18
BNGA
Bank CIMB Niaga Tbk Tbk
19
BNII
Bank Internasional Indonesia Tbk
20
BNLI
Bank Permata Tbk
21
BSIM
Bank Sinarmas Tbk
22
BSWD
Bank Swadesi Tbk
23
BTPN
Bank Tabungan Pensiunan Nasional Tbk
24
BVIC
Bank Victoria International Tbk
25
INPC
Bank Artha Graha Internasional Tbk
26
MAYA
Bank Mayapada Internasional Tbk
27
MCOR
Bank Windu Kentjana International Tbk Tbk
28
MEGA
Bank Mega Tbk
29
NISP
Bank OCBC NISP Tbk Tbk
30
PNBN
Bank Pan Indonesia Tbk
LAMPIRAN 2
PERHITUNGAN DATA BANK
No. Bank Tahun CAR NPL ROA KREDIT
(dalam Trilliun)
1. AGRO 2008 0.1351 0.0359 0.0011 2.048062129000
2. AGRO 2009 0.1963 0.0447 0.0015 1.993629864000
3. AGRO 2010 0.1564 0.0184 0.003 2.069027280000
4. BABP 2008 0.1178 0.0425 0.0009 4.775341477000
5. BABP 2009 0.1119 0.0389 0.0016 5.326987955000
6. BABP 2010 0.1263 0.0324 0.002 6.129035939000
7. BAEK 2008 0.1403 0.0085 0.0209 9.890555000000
8. BAEK 2009 0.2175 0.009 0.0209 8.655878000000
9. BAEK 2010 0.1905 0.0012 0.0184 11.499432000000 10. BBCA 2008 0.1578 0.002 0.0155 110.026861000000 11. BBCA 2009 0.1533 0.0013 0.0317 123.901269000000 12. BBCA 2010 0.135 0.0024 0.0328 153.923157000000
13. BBKP 2008 0.112 0.0412 0.0169 23.042022000000
14. BBKP 2009 0.1436 0.0237 0.0139 24.603676000000
15. BBKP 2010 0.1206 0.0252 0.014 30.173015000000
16. BBNI 2008 0.1359 0.0174 0.0096 111.994397000000 17. BBNI 2009 0.1377 0.0084 0.0151 120.843140000000 18. BBNI 2010 0.0979 0.0111 0.0221 136.356959000000
19. BBNP 2008 0.1404 0.0112 0.011 2.178610073000
20. BBNP 2009 0.1256 0.0181 0.0106 2.562721814000
21. BBNP 2010 0.1294 0.0063 0.012 3.657670165000
22. BBTN 2008 0.1614 0.0266 0.0189 32.025231000000 23. BBTN 2009 0.2154 0.0285 0.0128 38.737202000000
24. BBTN 2010 0.1674 0.027 0.0183 48.702920000000
25. BDMN 2008 0.1337 0.0118 0.025 64.983122000000
26. BDMN 2009 0.2065 0 0.024 60.579275000000
27. BDMN 2010 0.1604 0 0.0339 75.773522000000
28. BJBR 2008 0.1497 0.0011 0.0314 15.835537000000 29. BJBR 2009 0.1066 0.0077 0.0304 18.924987000000 30. BJBR 2010 0.0853 0.0029 0.0281 22.066317000000
31. BNBA 2008 0.3115 0.0146 0.0203 0.949030682645
32. BNBA 2009 0.2842 0.0171 0.0171 0.974639336676
33. BNBA 2010 0.2501 0.0183 0.0137 1.170144112384
33
42. BNLI 2010 0.1413 0.0074 0.0168 52.839987000000
43. BSIM 2008 0.127 0.0172 0.0032 4.281483000000
44. BSIM 2009 0.1395 0.0165 0.0088 5.413864000000
45. BSIM 2010 0.141 0.0111 0.0125 7.011796000000
46. BSWD 2008 0.3327 0.0164 0.0222 0.876618000000
47. BSWD 2009 0.329 0.0142 0.0329 0.981357559362
48. BSWD 2010 0.2687 0.0262 0.0306 1.071643466543
49. BTPN 2008 0.2367 0.0009 0.042 10.425551000000
50. BTPN 2009 0.185 0.0007 0.0279 15.722830000000
51. BTPN 2010 0.234 0.0048 0.0327 23.328089000000
52. BVIC 2008 0.2277 0.0044 0.0078 2.163515000000
53. BVIC 2009 0.1686 0 0.0085 2.849627400000
54. BVIC 2010 0.1119 0.0302 0.0128 3.539002139000
55. INPC 2008 0.1493 0.027 0.0031 9.821879290274
56. INPC 2009 0.1387 0.0283 0.0042 10.986322474167
57. INPC 2010 0.1452 0.02 0.0069 11.178851228648
58. MAYA 2008 0.2369 0.0207 0.0109 3.980788000000
59. MAYA 2009 0.1937 0.0049 0.0078 5.060228101000
60. MAYA 2010 0.2261 0.0096 0.0105 6.110987870000
61. MCOR 2008 0.1802 0.0021 0.0023 1.445501000000
62. MCOR 2009 0.1688 0.0104 0.0082 1.593590000000
63. MCOR 2010 0.1784 0.0111 0.0087 2.962103000000
64. MEGA 2008 0.1609 0.0088 0.0194 19.000214000000 65. MEGA 2009 0.1801 0.0102 0.0161 18.639422000000 66. MEGA 2010 0.1626 0.0074 0.0202 23.891435000000 67. NISP 2008 0.1701 0.0175 0.0133 20.809545000000
68. NISP 2009 0.18 0.0139 0.0165 21.886527000000
69. NISP 2010 0.1668 0.0082 0.0096 27.956914000000 70. PNBN 2008 0.2031 0.0215 0.0179 36.526583000000
71. PNBN 2009 0.2179 0.016 0.0181 41.121422000000
72. PNBN 2010 0.1658 0.0268 0.0174 57.246019000000
73. SDRA 2008 0.1275 0.0056 0.0278 1.498743000000
74. SDRA 2009 0.1396 0.007 0.0213 1.925244232365
LAMPIRAN 3
STATISTIK DESKRIPTIF
Descriptive Statistics
N Minimum Maximum Mean Std. Deviation
CAR 75 .0853 .4464 .176029 .0638779
NPL 75 .0000 .0533 .015956 .0117887
ROA 75 .0006 .0420 .014699 .0094823
KREDIT
75 .6774 103.6219 1.926041E1 22.9797259
35
HASIL DATA LIMDEP
+---+ | Test Statistics for the Classical Model | | | |Model Log-Likelihood Sum of Squares R-squared | |(1)Constant term only -376.11359 .9963877701D+05 .0000000 | |(2)Group effects only -241.50806 .2751292516D+04 .9723873 | |(3)X - variables only -366.28454 .7666485325D+05 .2305721 | |(4)X and group effects -228.81999 .1961524611D+04 .9803136 | | | | Hypothesis Tests | | Likelihood Ratio Test F Tests | | Chi-squared d.f. Prob. F num. denom. Prob value | |(2) vs (1) 269.211 24 .00000 73.365 24 50 .00000 | |(3) vs (1) 19.658 3 .00020 7.092 3 71 .00031 | |(4) vs (1) 294.587 27 .00000 86.683 27 47 .00000 | |(4) vs (2) 25.376 3 .00001 6.308 3 47 .00110 | |(4) vs (3) 274.929 24 .00000 74.582 24 47 .00000 | +---+
+---+ | Random Effects Model: v(i,t) = e(i,t) + u(i) | | Estimates: Var[e] = .417346D+02 | | Var[u] = .103805D+04 | | Corr[v(i,t),v(i,s)] = .961349 | | Lagrange Multiplier Test vs. Model (3) = 3.28 | | ( 1 df, prob value = .350720) | | (High values of LM favor FEM/REM over CR model.) | | Fixed vs. Random Effects (Hausman) = 64.68 | | ( 3 df, prob value = .000000) | | (High (low) values of H favor FEM (REM).) | | Reestimated using GLS coefficients: | | Estimates: Var[e] = .419022D+02 | | Var[u] = .128956D+04 | | Sum of Squares .840917D+05 | +---+
+---+ | Least Squares with Group Dummy Variables | | Ordinary least squares regression Weighting variable = none | | Dep. var. = KREDIT Mean= 29.24308471 , S.D.= 36.69427693 | | Model size: Observations = 75, Parameters = 28, Deg.Fr.= 47 | | Residuals: Sum of squares= 1961.524611, Std.Dev.= 6.46023 | | Fit: R-squared= .980314, Adjusted R-squared = .96900 | | Model test: F[ 27, 47] = 86.68, Prob value = .00000 | | Diagnostic: Log-L = -228.8200,Restricted(b=0) Log-L = -376.1136| | LogAmemiyaPrCrt.= 4.049, Akaike Info. Crt.= 6.849 | | Estd. Autocorrelation of e(i,t) -.165775 | +---+ +---+---+---+---+---+---+ |Variable|Coefficient |Standard Error|t-ratio|P[|T|>t]| Mean of X| +---+---+---+---+---+---+ CAR -69.79934087 35.788022 -1.950 .0550 .16888800 NPL -106.3787063 153.97148 -.691 .4919 .14786667E-01 ROA 818.2943078 218.98069 3.737 .0004 .15969333E-01
37
BOXPLOT UNTUK DATA EKSTRIM
1.
CAR
