Faktor-Faktor Yang Mempengaruhi Resiko Kredit Pada Perbankan Di Indonesia (Studi Kasus: Sepuluh Peringkat Bank Terbaik Versi Bank Indonesia 2012)

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Lampiran No.1

Rata-Rata Kredit, Dana Pihak Ketiga (DPK), Aset, Laba dan Loan Deposit

Ratio (LDR)

Sepuluh Peringkat Bank Terbaik di Indonesia

Periode 2008-2012

Peringkat

Nama

Bank

Kredit

(Rp

Milyar)

DPK

(Rp

Milyar)

Aset

(Rp

Milyar)

Laba

(Rp

Milyar)

LDR

(%)

NPL

(%)

1

Mandiri 275.539 362.202 480.558 2.090.464 76,07

0,50

2

BRI

272.804 331.669 417.634 2.912.597 82,25

0,38

3

BCA

199.926 334.000 393.374 1.503.667 59,86

0,20

4

BNI

154.697 208.346 273.284

655.693

74,25

0,75

5

CIMB

123.583 133.462 169.572

600.366

92,60

1,11

6

Danamon

86.908

85.575

125.012

321.708

101,56 0,20

7

Panin

69.721

89.449

121.445

333.826

77,94

0,48

8

Permata

69.308

86.840

106.905

186.998

79,81

0,41

9

BTN

64.467

58.442

83.829

196.235

110,31 3,12

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Lampiran No.2

Data Laporan Keungan 10 (Sepuluh) Peringkat Bank Terbaik

Versi Bank Indonesia Periode 2008-2012

BANK TAHUN ROA ROE CAR NPL SIZE BOPO Resiko Kredit

MANDIRI 2008 2.5 18.1 15.7 1.1 8.53 73.65 0.5

2009 3 22.1 15.6 0.4 8.57 70.72 0.52

2010 3.4 24.4 14.7 0.6 8.61 65.63 0.64

2011 3.4 22 17.2 0.5 8.69 67.2 0.71

2012 3.5 22.6 15.3 0.5 8.68 63.9 0.83

BRI 2008 4.18 34.5 13.18 0.85 8.39 72.65 0.59

2009 3.73 35.22 13.2 1.08 8.45 77.66 0.61

2010 4.64 43.83 13.76 0.75 8.5 70.86 0.71

2011 4.93 42.49 14.96 0.51 8.65 66.69 0.61

2012 5.15 38.66 16.95 0.38 8.62 59.93 0.62

BCA 2008 3.4 30.2 15.78 0.1 8.39 66.8 0.53

2009 3.4 31.8 15.33 0.1 8.45 68.7 0.52

2010 3.5 33.3 13.5 0.2 8.5 65.1 0.57

2011 3.8 33.5 12.75 0.2 8.58 60.9 0.62

2012 3.6 30.4 17.45 0.2 8.59 62.4 0.68

BNI 2008 1.12 9.01 13.47 1.74 8.3 90.16 0.6

2009 1.72 16.34 13.78 0.84 8.35 84.86 0.61

2010 2.49 24.7 18.63 1.11 8.38 75.99 0.59

2011 2.94 20.06 17.6 0.51 8.46 72.58 0.55

2012 2.92 19.99 16.7 0.75 8.43 70.99 0.74

CIMB 2008 1.1 8.08 15.59 1.42 7.84 88.45 1.1

2009 2.11 16.34 13.59 1.04 7.02 82.94 7.99

2010 2.73 24.29 13.24 1.85 8.15 76.73 0.74

2011 2.78 21.65 13.09 1.46 8.21 76.32 0.81

2012 3.11 22.98 15.08 1.11 8.22 71.35 0.81

DANAMON 2008 1.5 14.6 15.4 1.1 8.02 77.54 0.68

2009 1.5 11.2 20.7 0.17 7.98 69.15 0.66

2010 2.8 18.5 16 0.45 8.05 79.31 0.76

2011 2.6 17.5 17.5 0.15 8.1 70.55 0.84

2012 2.7 16.2 18.9 0.2 8.09 79.16 1.04

PANIN 2008 2.25 13.08 20.31 2.15 7.8 79.35 0.67

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2012 1.96 15.37 14.67 0.48 8.08 78.74 0.79

PERMATA 2008 1.7 12.4 10.76 1.1 7.73 88.9 0.74

2009 1.4 13.6 12.16 1.5 7.74 89 0.79

2010 1.98 22.8 14.05 0.74 7.86 84.01 0.7

2011 1.66 15.87 14.07 0.6 8 85.42 0.67

2012 1.7 17.54 15.86 0.41 8.02 84.51 0.85

BTN 2008 1.8 19.64 16.14 2.66 7.83 86.18 0.29

2009 1.47 14.53 21.54 2.75 7.76 88.29 0.43

2010 2.05 16.67 16.74 2.66 7.83 83.28 0.49

2011 2.03 17.65 15.03 2.23 7.95 81.75 0.46

2012 1.94 18.23 17.69 3.12 7.92 80.74 0.56

BII 2008 1.23 8.98 19.44 1.64 7.73 94.18 0.66

2009 -0.05 -0.77 14.71 1.57 7.76 102.64 0.65

2010 1.01 7.16 12.65 1.78 7.85 92.83 0.72

2011 1.11 8.73 13.23 1.02 7.96 92.15 0.71

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Lampiran No.3

Uji Normalitas

a. Pendekatan Histogram

b. Pendekatan Grafik

c. Pendekatan Kolmogorv-Smirnov

One-Sample Kolmogorov-Smirnov Test

Unstandardized Residual

N 50

Normal Parametersa Mean .0000000

Std. Deviation .68816950

Most Extreme Differences

Absolute .141

Positive .141

Negative -.094

Kolmogorov-Smirnov Z .998

Asymp. Sig. (2-tailed) .272

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Lampiran No.5

Uji Autokorelasi

Coefficientsa

Model

Unstandardized Coefficients

Standardized Coefficients

t Sig.

B Std. Error Beta

1 (Constant) 3.200 5.161 .620 .539

ROA -.039 .345 -.062 -.113 .911

ROE .012 .033 .166 .363 .719

CAR .024 .047 .086 .509 .613

NPL -.134 .168 -.157 -.802 .427

FirmSize -.479 .495 -.241 -.969 .338

BOPO .004 .025 .058 .163 .872

Auto .400 .158 .404 2.532 .065

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Uji Multikolinieritas

Coefficients

a

Model

Unstandardized

Coefficients

Standardized

Coefficients

t

Sig.

Collinearity

Statistics

B

Std.

Error

Beta

Tolerance VIF

1

(Constant)

33.822

5.345

6.328

.000

ROA

.737

.366

.770 2.013

.050

.069 4.515

ROE

-.050

.035

-.452 -1.443

.156

.103 9.739

CAR

-.103

.049

-.242 -2.099

.042

.758 1.319

NPL

-.283

.171

-.215 -1.657

.105

.599 1.669

FirmSize

-3.517

.491

-1.163 -7.162

.000

.382 2.619

BOPO

-.041

.026

-.386 -1.575

.123

.168 5.969

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Lampiran No.7

Uji Koefisien Determinasi

Model Summary

b

Model

R

R Square

Adjusted R Square

Std. Error of the

Estimate

1

.753

a

.567

.506

.73461

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Uji Signifikan Simultan (Uji-F)

ANOVA

b

Model

Sum of

Squares

Df

Mean Square

F

Sig.

1

Regression

30.357

6

5.060

9.376

.000

a

Residual

23.205

43

.540

Total

53.563

49

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Lampiran No.9

Uji Parsial (Uji-t)

Model

Unstandardized Coefficients

Standardized Coefficients

T Sig.

B Std. Error Beta

1 (Constant) 33.822 5.345 6.328 .000

ROA .737 .366 .770 2.013 .040

ROE -.050 .035 -.452 -1.443 .156

CAR -.103 .049 -.242 -2.099 .042

NPL 283 .171 -.215 2.657 .105

FirmSize -3.517 .491 -1.163 -7.162 .000

BOPO -.041 .026 -.386 -1.575 .123