Lampiran 1 Sampel Perusahaan
No. Nama Perusahaan
1 Bank Mandiri (Persero) Tbk
2 Bank Negara Indonesia (Persero) Tbk 3 Bank Tabungan Negara (Persero) Tbk 4 Bank Rakyat Indonesia (Persero) Tbk 5 Bank Rakyat Indonesia Agroniaga, Tbk 6 Bank Bukopin, Tbk
7 Bank Central Asia, Tbk 8 Bank CIMB Niaga, Tbk 9 Bank Danamon Indonesia, Tbk 10 Bank Mayapada Internasional, Tbk 11 Bank OCBC NISP
12 Bank Capital Indonesia, Tbk 13 Bank of India Indonesia, Tbk
Lampiran 2
Profil Sampel Perusahaan Yang Terdaftar di Bursa Efek Indonesia Periode 2011-2014
No. Nama Perusahaan Kode
Emiten
Tanggal Berdiri Tanggal Listing di BEI
1 Bank Mandiri (Persero) Tbk BMRI 2 Oktober 1998 14 Juli 2003 2 Bank Negara Indonesia (Persero) Tbk BBNI 5 Juli 1946 25 November 1996 3 Bank Tabungan Negara (Persero) Tbk BBTN 9 Februari 1950 17 Desember 2009 4 Bank Rakyat Indonesia (Persero) Tbk BBRI 16 Desember 1895 10 November 2003 5 Bank Rakyat Indonesia Agroniaga, Tbk AGRO 27 September 1989 8 Agustus 2003
6 Bank Bukopin, Tbk BBKP 10 Juli 1970 10 Juli 2006
7 Bank Central Asia, Tbk BBCA 10 Agustus 1955 31 Mei 2000 8 Bank CIMB Niaga, Tbk BNGA 4 November 1955 29 November 1989 9 Bank Danamon Indonesia, Tbk BDMN 16 Juli 1956 6 Desember 1989 10 Bank Mayapada Internasional, Tbk MAYA 7 September 1989 29 Agustus 1987
11 Bank OCBC NISP NISP 4 April 1941 20 Oktober 1994
Lampiran 3
Deskripsi Hasil Penelitian
1. Interest Rate Risk (IRR)
No. Nama Perusahaan Tahun Pendapatan
Bunga
Beban Bunga IRR
2013 2.255.017 1.251.644 180,164 2014 3.564.517 2.399.277 148,566 11 Bank OCBC NISP. Tbk 2011 4.187.166 1.931.724 216,758 2012 4.924.182 2.358.155 208,815 2013 6.149.145 3.009.857 204,300 2014 7.907.553 4.162.855 189,955 12 Bank Capital Indonesia. Tbk 2011 382.385 275.361 138,867 2012 427.309 269.311 158,667 2013 547.977 344.842 158,907 2014 786.137 570.303 137,845 13 Bank of India Indonesia. Tbk 2011 177.328 78.367 226,279 2012 203.775 102.437 198,927 2013 275.181 130.350 211,109 2014 440.008 260.235 169,081
2. Non Performing Loan (NPL)
No. Nama Perusahaan Tahun Kredit
Bermasalah
Total Kredit NPL
1 Bank Mandiri (Persero) Tbk 2011 19.688.156 273.623.240 7,195 2012 21.796.904 338.629.096 6,437 2013 26.349.151 409.855.249 6,429 2014 33.860.083 523.101.817 6,473 2 Bank Negara Indonesia (Persero) Tbk 2011 14.338.908 133.370.850 10,751 2012 12.550.500 200.430.941 6,262 2013 12.564.076 250.265.571 5,020 2014 13.000.328 277.622.281 4,683 3 Bank Tabungan Negara (Persero) Tbk 2011 9.097.122 58.799.385 15,471 2012 12.443.347 75.277.840 16,530 2013 15.097.334 92.090.448 16,394 2014 19.333.507 105.826.238 18,269 4 Bank Rakyat Indonesia (Persero) Tbk 2011 23.708.827 281.144.416 8,433 2012 22.577.032 344.422.378 6,555 2013 26.068.587 426.894.749 6,107 2014 31.461.311 482.239.369 6,524 5 Bank Rakyat Indonesia Agroniaga. Tbk 2011 68.217 1.744.600 3,910 2012 96.545 2.423.882 3,983 2013 86.464 3.594.203 2,406 2014 115.774 4.540.181 2,550
6 Bank Bukopin. Tbk 2011 2.209.945 40.748.306 5,423
7 Bank Central Asia. Tbk 2011 3.256.177 202.254.927 1,610 2012 4.230.240 256.777.865 1,647 2013 4.972.022 312.290.388 1,592 2014 6.702.328 346.563.310 1,934 8 Bank CIMB Niaga. Tbk 2011 8.591.348 122.931.369 6,989 2012 9.445.529 140.732.390 6,712 2013 10.711.298 149.627.573 7,159 2014 13.305.380 169.188.308 7,864 9 Bank Danamon. Tbk 2011 9.858.315 87.698.136 11,241 2012 9.738.765 93.180.861 10,451 2013 8.020.958 105.780.641 7,583 2014 9.774.697 109.575.129 8,921 10 Bank Mayapada Internasional. Tbk 2011 826.982 8.758.331 9,442 2012 874.816 12.216.247 7,161 2013 1.212.688 17.612.233 6,885 2014 3.297.545 25.932.710 12,716 11 Bank OCBC NISP. Tbk 2011 1.023.759 41.275.778 2,480 2012 1.338.334 52.896.715 2,530 2013 1.160.653 63.967.113 1,814 2014 1.759.951 68.363.239 2,574 12 Bank Capital Indonesia. Tbk 2011 14.161 1.758.730 0,805 2012 62.813 2.831.618 2,218 2013 213.114 3.743.319 5,693 2014 115118 4.737.817 2,430 13 Bank of India Indonesia. Tbk 2011 57.999 1.330.690 4,359 2012 72.924 1.690.008 4,315 2013 60.672 2.415.169 2,512 2014 140.018 3.024.676 4,629
3. Loan to Deposit Ratio (LDR)
No. Nama Perusahaan Tahun Total Kredit Dana Pihak Ketiga
LDR
4. Net Interest Margin (NIM)
No. Nama Perusahaan Tahun Pendapatan
Bunga Bersih
Rata-rata Aktiva Produktif
NIM
1 Bank Mandiri (Persero) Tbk 2011 18.405.686 630.973.185 2,917 2012 23.183.406 703.573.005 3,295 2013 28.739.129 816.846.263 3,518 2014 34.057.746 823.261.778 4,137 2 Bank Negara Indonesia (Persero) Tbk 2011 12.665.935 292.427.493 4,331 2012 14.801.827 331.045.342 4,471 2013 18.176.660 378.503.232 4,802 2014 21.141.802 410.553.963 5,150 3 Bank Tabungan Negara (Persero) Tbk 2011 3.574.809 92.029.348 3,884 2012 4.400.715 116.293.149 3,784 2013 5.277.599 137.954.707 3,826 2014 5.098.831 153.136.161 3,330 4 Bank Rakyat Indonesia (Persero) Tbk 2011 34.020.874 467.104.667 7,283 2012 35.672.961 544.213.724 6,555 2013 43.130.608 614.408.326 7,020 2014 50.380.798 786.148.199 6,409 5 Bank Rakyat Indonesia Agroniaga. Tbk 2011 156.346 3.508.815 4,456 2012 182.945 4.086.301 4,477 2013 225.142 5.144.971 4,376 2014 259.192 6.392.497 4,055
6 Bank Bukopin. Tbk 2011 2.028.880 56.539.318 3,588
11 Bank OCBC NISP. Tbk 2011 2.255.442 59.358.158 3,800 2012 2.566.027 78.777.294 3,257 2013 3.139.288 97.431.600 3,222 2014 3.744.698 102.362.510 3,658 12 Bank Capital Indonesia. Tbk 2011 107.024 4.580.026 2,337 2012 157.998 5.533.120 2,855 2013 203.135 6.974.553 2,913 2014 215.834 9.076.052 2,378 13 Bank of India Indonesia. Tbk 2011 98.961 2.082.313 4,752 2012 101.338 2.494.171 4,063 2013 144.831 3.597.186 4,026 2014 179.773 5.192.427 3,462
5. Beban Operasional Pendapatan Operasional (BOPO)
No. Nama Perusahaan Tahun Beban
Operasional
Pendapatan Operasional
BOPO
1 Bank Mandiri (Persero) Tbk 2011 35.257.172 54.304.457 64,925 2012 37.434.301 60.112.759 62,273 2013 42.753.346 71.341.628 59,928 2014 55.563.586 86.690.044 64,095 2 Bank Negara Indonesia (Persero) Tbk 2011 18.629.984 28.293.271 65,846 2012 19.984.628 31.150.328 64,155 2013 21.965.115 35.891.612 61,198 2014 27.092.015 44.080.298 61,461 3 Bank Tabungan Negara (Persero) Tbk 2011 6.490.348 8.068.121 80,444 2012 7.305.321 9.390.073 77,798 2013 8.978.596 11.546.860 77,758 2014 12.472.301 13.702.148 91,024 4 Bank Rakyat Indonesia (Persero) Tbk 2011 30.822.899 53.940.323 57,143 2012 32.617.687 58.000.153 56,237 2013 37.735.591 67.809.543 55,649 2014 50.340.117 84.421.353 59,630 5 Bank Rakyat Indonesia Agroniaga. Tbk 2011 331.274 357.438 92,680 2012 274.768 363.909 75,505 2013 375.555 471.315 79,682 2014 517.386 638.234 81,065
6 Bank Bukopin. Tbk 2011 4.187.261 5.254.041 79,696
2013 22.483.482 74.262.830 30,276 2014 32.294.977 92.111.477 35,061 8 Bank CIMB Niaga. Tbk 2011 12.094.971 17.052.975 70,926 2012 12.542.818 18.910.881 66,326 2013 14.244.515 20.490.013 69,519 2014 16.953.851 22.942.768 73,896 9 Bank Danamon. Tbk 2011 16.853.629 22.088.338 76,301 2012 19.087.922 24.658.785 77,408 2013 20.939.273 26.544.431 78,884 2014 24.755.577 28.818.939 85,900 10 Bank Mayapada Internasional. Tbk 2011 1.113.454 1.373.786 81,050 2012 1.304.763 1.736.501 75,137 2013 1.813.066 2.361.123 76,788 2014 3.081.590 3.660.009 84,196 11 Bank OCBC NISP. Tbk 2011 3.634.659 4.838.032 75,127 2012 4.299.653 5.760.036 74,646 2013 5.225.231 7.028.175 74,347 2014 6.652.771 8.650.814 76,903 12 Bank Capital Indonesia. Tbk 2011 394.451 421.538 93,574 2012 409.094 472.067 86,660 2013 487.632 572.269 85,210 2014 722.936 822.566 87,888 13 Bank of India Indonesia. Tbk 2011 120.562 191.713 62,887 2012 153.863 218.287 70,487 2013 189.624 305.438 62,083 2014 327.521 475.463 68,885
6. Capital Adequacy Ratio (CAR)
No. Nama Perusahaan Tahun Modal Aktiva
Tertimbang Menurut
Risiko
CAR
7. Return On Asset (ROA)
No. Nama Perusahaan Tahun Laba
(sebelum pajak)
Rata-rata
Total Aset ROA
1 Bank Mandiri (Persero) Tbk 2011 16.512.035 551.891.704 2,992 2012 20.504.268 635.618.708 3,226 2013 24.061.837 733.099.762 3,282 2014 26.008.015 855.039.673 3,042 2 Bank Negara Indonesia (Persero) Tbk 2011 7.461.308 299.058.161 2,495 2012 8.899.562 333.303.506 2,670 2013 11.278.165 386.654.815 2,917 2014 13.524.310 416.573.708 3,247 3 Bank Tabungan Negara (Persero) Tbk 2011 1.522.260 89.121.459 1,708 2012 1.863.202 111.748.593 1,667 2013 2.140.771 131.169.730 1,632 2014 1.548.172 144.575.961 1,071 4 Bank Rakyat Indonesia (Persero) Tbk 2011 18.755.880 469.899.284 3,991 2012 23.859.572 551.336.790 4,328 2013 27.910.066 626.182.926 4,457 2014 30.859.073 801.955.021 3,848 5 Bank Rakyat Indonesia Agroniaga. Tbk 2011 44.985 3.481.155 1,292 2012 51.471 4.040.140 1,274 2013 71.589 5.124.070 1,397 2014 85.354 6.385.191 1,337
6 Bank Bukopin. Tbk 2011 940.404 57.183.463 1,645
2013 509.628 24.015.571 2,122 2014 580.328 36.173.591 1,604 11 Bank OCBC NISP. Tbk 2011 1.005.875 59.834.397 1,681 2012 1.222.241 79.141.737 1,544 2013 1.529.716 97.524.537 1,569 2014 1.776.712 103.123.179 1,723 12 Bank Capital Indonesia. Tbk 2011 34.310 4.694.939 0,731 2012 62.561 5.666.177 1,104 2013 93.343 7.139.276 1,307 2014 98.896 9.251.776 1,069 13 Bank of India Indonesia. Tbk 2011 64.542 2.080.428 3,102 2012 73.922 2.540.741 2,909 2013 109.583 3.601.336 3,043 2014 142.023 5.199.185 2,732
Lampiran 4 Analisis Deskriptif
1. Hasil Statistik Deskriptif
Statistics
IRR NPL LDR NIM BOPO CAR ROA
N Valid 52 52 52 52 52 52 52
Missing 0 0 0 0 0 0 0
Mean 239.79658 6.36781 91.56113 4.64942 71.33902 16.65650 2.37613
Std. Deviation 75.322701 4.094107 31.312261 1.941711 13.875244 2.918806 .978075
Minimum 137.845 .805 44.294 2.337 30.276 11.239 .731
Lampiran 5
1. Hasil Uji Normalitas Berdasarkan Kolmogorov-Smirnov
One-Sample Kolmogorov-Smirnov Test
Unstandardized
Residual
N 52
Normal Parametersa,,b Mean .0000000
Std. Deviation .46396647
Most Extreme Differences Absolute .123
Positive .077
Negative -.123
Kolmogorov-Smirnov Z .885
Asymp. Sig. (2-tailed) .414
a. Test distribution is Normal.
2. Hasil Uji Heterokedastisitas
3. Hasil Uji Autokorelasi
Runs Test
Unstandardized
Residual
Test Valuea -.03971
Cases < Test Value 26
Cases >= Test Value 26
Total Cases 52
Number of Runs 21
Z -1.681
Asymp. Sig. (2-tailed) .093
4. Hasil Uji Multikolinearitas
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
Collinearity Statistics
B Std. Error Beta Tolerance VIF
1 (Constant) 3.294 1.118 2.947 .005
IRR .005 .002 .384 2.653 .011 .238 4.196
NPL .064 .030 .269 2.118 .040 .310 3.222
LDR -.006 .004 -.194 -1.700 .096 .383 2.610
NIM .047 .043 .093 1.095 .279 .690 1.449
BOPO -.037 .010 -.520 -3.647 .001 .246 4.060
CAR .026 .026 .077 1.001 .322 .854 1.171
a. Dependent Variable: ROA
5. Hasil Uji Koefisien Determinasi
Model Summaryb
Model R R Square Adjusted R Square
Std. Error of the
Estimate
1 .880a .775 .745 .493930
a. Predictors: (Constant), CAR, NIM, LDR, BOPO, NPL, IRR
6. Hasil Uji F
ANOVAb
Model Sum of Squares Df Mean Square F Sig.
1 Regression 37.810 6 6.302 25.830 .000a
Residual 10.979 45 .244
Total 48.788 51
a. Predictors: (Constant), CAR, NIM, LDR, BOPO, NPL, IRR
b. Dependent Variable: ROA
7. Hasil Uji t
Coefficientsa
Model
Unstandardized Coefficients
Standardized
Coefficients
t Sig.
B Std. Error Beta
1 (Constant) 3.294 1.118 2.947 .005
IRR .005 .002 .384 2.653 .011
NPL .064 .030 .269 2.118 .040
LDR -.006 .004 -.194 -1.700 .096
NIM .047 .043 .093 1.095 .279
BOPO -.037 .010 -.520 -3.647 .001
CAR .026 .026 .077 1.001 .322
