68 LAMPIRAN 1
Data Hasil Olahan Populasi No. Kode
Bank
Nama Bank Kriteria
1
Kriteria 2
Sampel terpilih
1. AGRO Bank Rakyat Indonesia Agro Niaga Tbk ✓ ✓ ✓
2. AGRS Bank Agris Tbk x ✓ x
3. BABP Bank MNC Internasional Tbk ✓ ✓ ✓
4. BACA Bank Capital Indonesia Tbk ✓ ✓ ✓
5. BBCA Bank Central Asia Tbk ✓ ✓ ✓
6. BBHI Bank Harda Internasional Tbk x ✓ X
7. BBKP Bank Bukopin Tbk ✓ ✓ ✓
8. BBMD Bank Mestika Dharma Tbk x ✓ X
9. BBNI Bank Negara Indonesia (Persero) Tbk ✓ ✓ ✓
10. BBNP Bank Nusantara Parahyangan Tbk ✓ ✓ ✓
11. BBRI Bank Rakyat Indonesia (Persero) Tbk ✓ ✓ ✓
12. BBTN Bank Tabungan Negara (Persero) Tbk ✓ ✓ ✓
13. BBYB Bank Yudha Bakti Tbk x ✓ X
14. BCIC Bank Mutiara Tbk ✓ ✓ ✓
15. BDMN Bank Danamon Indonesia Tbk ✓ ✓ ✓
16. BEKS Bank Pundi Indonesia Tbk ✓ ✓ ✓
17. BINA Bank Ina Perdana Tbk x ✓ X
18. BJBR Bank Jabar Banten Tbk x ✓ X
19. BJTM Bank Pembangunan Daerah Jawa Timur Tbk x ✓ X
20. BKSW Bank Kesawan Tbk ✓ ✓ ✓
21. BMAS Bank Maspion Indonesia Tbk x ✓ X
22. BMRI Bank Mandiri (Persero) Tbk ✓ ✓ ✓
23. BNBA Bank Bumi Arta Tbk ✓ ✓ ✓
24. BNGA Bank CIMB Niaga Tbk ✓ ✓ ✓
25. BNII Bank Internasional Indonesia Tbk ✓ ✓ ✓
26. BNLI Bank Permata Tbk ✓ ✓ ✓
27. BSIM Bank Sinar Mas Tbk x ✓ X
28. BSWD Bank Swadesi Tbk ✓ ✓ ✓
29. BTPN Bank Tabungan Pensiunan Nasional Tbk ✓ ✓ ✓
30. BVIC Bank Victoria Internasional Tbk ✓ ✓ ✓
31. DNAR Bank Dinar Indonesia Tbk x ✓ X
32. INPC Bank Artha Graha Internasional Tbk ✓ ✓ ✓
33. MAYA Bank Mayapada Internasional Tbk ✓ ✓ ✓
34. MCOR Bank Windu Kentjana International Tbk ✓ ✓ ✓
35. MEGA Bank Mega Tbk ✓ ✓ ✓
36. NAGA Bank Mitraniaga Tbk x ✓ X
37. NISP Bank NISP OCBC Tbk ✓ ✓ ✓
70
39. PNBN Bank Pan Indonesia Tbk ✓ ✓ ✓
40. PNBS Bank Pan Indonesia Syariah Tbk x ✓ X
41. SDRA Bank Woori Saudara Indonesia 1906 Tbk ✓ ✓ ✓
Total bank yang terpilih menjadi sampel 28 bank
LAMPIRAN 2
Hasil Eviews Statistik Deskriptif
PR LLOSS RCWAS RCWA ROA RS SIZE Mean 0.673903 0.003912 0.165218 0.161986 1.387073 0.659966 17.18703 Median 0.676002 -0.002944 0.153251 0.153251 1.725000 0.660800 16.98237 Maximum 1.164692 1.181419 0.503678 0.464897 5.150000 1.164692 20.56666 Minimum 0.326684 -0.052979 -0.222923 -0.222923 -52.09000 0.295938 14.12217 Std. Dev. 0.112118 0.088884 0.068095 0.060987 4.515951 0.127761 1.747816 Skewness 0.104116 12.88875 1.023086 0.507066 -9.460284 0.212538 0.105049 Kurtosis 4.353211 171.1243 14.55972 17.14818 110.0630 4.184997 1.841941
Jarque-Bera 14.21527 219387.7 1045.089 1525.763 89638.52 12.01889 10.50474 Probability 0.000819 0.000000 0.000000 0.000000 0.000000 0.002455 0.005235
Sum 122.6504 0.712026 30.06974 29.48142 252.4473 120.1138 3128.040 Sum Sq. Dev. 2.275246 1.429973 0.839291 0.673220 3691.281 2.954434 552.9296
72
LAMPIRAN 3
Hasil Eviews Uji Hausman Test
Dependent Variable: RCWA Method: Panel Least Squares Date: 02/08/16 Time: 20:25 Sample: 2008 2014
Periods included: 7
Cross-sections included: 26
Total panel (balanced) observations: 182
Variable Coefficient Std. Error t-Statistic Prob.
C 0.218319 0.037609 5.805012 0.0000 ROA 0.005859 0.000785 7.468056 0.0000 SIZE -0.006955 0.002051 -3.390405 0.0009 RCWAS 0.333384 0.050936 6.545113 0.0000 RES -0.256339 0.049231 -5.206899 0.0000
R-squared 0.449302 Mean dependent var 0.161986 Adjusted R-squared 0.436857 S.D. dependent var 0.060987 S.E. of regression 0.045767 Akaike info criterion -3.303437 Sum squared resid 0.370741 Schwarz criterion -3.215415 Log likelihood 305.6128 Hannan-Quinn criter. -3.267754 F-statistic 36.10259 Durbin-Watson stat 2.219574 Prob(F-statistic) 0.000000
LAMPIRAN 4
Hasil Eviews Two Stage Least Square (2SLS)
Capital Requirements
Dependent Variable: RCWA
Method: Panel Two-Stage Least Squares Date: 02/08/16 Time: 20:27
Sample: 2008 2014 Periods included: 7
Cross-sections included: 26
Total panel (balanced) observations: 182
Instrument specification: C ROA SIZE RCWAS LLOSS RS Constant added to instrument list
Variable Coefficient Std. Error t-Statistic Prob.
C 0.258710 0.048004 5.389373 0.0000 ROA 0.005309 0.000898 5.914787 0.0000 SIZE -0.006492 0.002148 -3.021950 0.0029 RCWAS 0.314229 0.054392 5.777103 0.0000 PR -0.065924 0.045820 -1.438755 0.1520
74
LAMPIRAN 5
Hasil Eviews Two Stage Least Square (2SLS) Perubahan Risiko
Dependent Variable: PR
Method: Panel Two-Stage Least Squares Date: 02/08/16 Time: 20:28
Sample: 2008 2014 Periods included: 7
Cross-sections included: 26
Total panel (balanced) observations: 182
Instrument specification: C ROA SIZE RCWAS LLOSS RS Constant added to instrument list
Variable Coefficient Std. Error t-Statistic Prob.
C -0.199813 0.159834 -1.250132 0.2129 LLOSS 0.893337 0.159841 5.588907 0.0000 SIZE 0.013575 0.004976 2.728269 0.0070 RS 0.720011 0.071869 10.01839 0.0000 RCWA 0.998349 0.380400 2.624470 0.0094
R-squared 0.253517 Mean dependent var 0.673903 Adjusted R-squared 0.236648 S.D. dependent var 0.112118 S.E. of regression 0.097957 Sum squared resid 1.698432 F-statistic 71.91417 Durbin-Watson stat 1.844007 Prob(F-statistic) 0.000000 Second-Stage SSR 0.866701 Instrument rank 6
LAMPIRAN 6
Tabel Pengolahan Data Skripisi
Model Persamaan Simultan antara
Capital Requirements
dan Prilaku Risiko pada
Bank yang Terdaftar di BEI
Periode 2008-2014
Kode
Bank Tahun RCWA SIZE PR LLOSS ROA RCWAS RS
76
BBKP 2011 0.127061 17.861775 0.539519 -0.002979 1.870000 0.120581 0.465985 BBKP 2012 0.163394 18.000455 0.542256 -0.002366 1.830000 0.127061 0.539519 BBKP 2013 0.151244 18.056228 0.625832 0.001502 1.750000 0.163394 0.542256 BBKP 2014 0.142051 18.185607 0.614178 -0.002249 1.330000 0.151244 0.625832 BBNI 2008 0.135872 19.122496 0.642518 -0.021605 1.100000 0.157373 0.595985 BBNI 2009 0.137660 19.242647 0.616333 -0.017806 1.700000 0.135872 0.642518 BBNI 2010 0.186270 19.331277 0.637255 -0.014600 2.490000 0.137660 0.616333 BBNI 2011 0.176329 19.516149 0.619956 -0.008094 2.940000 0.186270 0.637255 BBNI 2012 0.166702 19.624564 0.705492 -0.013575 2.920000 0.176329 0.619956 BBNI 2013 0.150939 19.773043 0.746446 -0.007003 3.360000 0.166702 0.705492 BBNI 2014 0.162172 19.847574 0.745331 -0.008743 3.490000 0.150939 0.746446 BBNP 2008 0.141410 15.122441 0.683281 0.000481 1.170000 0.176160 0.478958 BBNP 2009 0.125633 15.175563 0.782527 0.001027 1.020000 0.141410 0.683281 BBNP 2010 0.129378 15.479864 0.782929 -0.002244 1.400000 0.125633 0.782527 BBNP 2011 0.134460 15.698427 0.727539 -0.001501 1.396059 0.129378 0.782929 BBNP 2012 0.121735 15.921132 0.721838 -0.003792 1.570000 0.134460 0.727539 BBNP 2013 0.157492 16.116668 0.719802 -0.004303 1.580000 0.121735 0.721838 BBNP 2014 0.166030 16.063521 0.762949 -0.001290 1.320000 0.157492 0.719802 BBRI 2008 0.131801 19.321155 0.591607 -0.011743 4.180000 0.166618 0.502527 BBRI 2009 0.131966 19.574245 0.546047 -0.017105 3.730000 0.131801 0.591607 BBRI 2010 0.137605 19.817632 0.570010 -0.019492 4.640000 0.131966 0.546047 BBRI 2011 0.149555 19.968029 0.595027 -0.012325 4.930000 0.137605 0.570010 BBRI 2012 0.169459 20.127856 0.590115 -0.004839 5.150000 0.149555 0.595027 BBRI 2013 0.169917 20.255153 0.652938 -0.006305 5.030000 0.169459 0.590115 BBRI 2014 0.183062 20.502563 0.583801 -0.007135 4.740000 0.169917 0.652938 BCIC 2008 -0.222923 15.535754 1.164692 1.181419 -52.090000 0.121981 0.458484 BCIC 2009 0.100221 15.834558 0.602066 -0.027447 3.840000 -0.222923 1.164692 BCIC 2010 0.111628 16.193564 0.573804 -0.027581 2.530000 0.100221 0.602066 BCIC 2011 0.094097 16.390197 0.738659 -0.022372 2.170000 0.111628 0.573804 BCIC 2012 0.100903 16.539440 0.685913 -0.000169 0.945414 0.094097 0.738659 BCIC 2013 0.140333 16.494893 0.683868 0.068445 -7.635626 0.100903 0.685913 BCIC 2014 0.136511 16.355696 0.609849 0.010921 -5.282549 0.140333 0.683868 BDMN 2008 0.133721 18.490844 0.661733 -0.017102 1.500000 0.192665 0.713801 BDMN 2009 0.175458 18.406561 0.644628 -0.029314 1.500000 0.133721 0.661733 BDMN 2010 0.160433 18.587944 0.820078 -0.018054 2.700000 0.175458 0.644628 BDMN 2011 0.175528 18.773393 0.887357 -0.015341 2.600000 0.160433 0.820078 BDMN 2012 0.189006 18.864028 0.837571 -0.016255 2.700000 0.175528 0.887357 BDMN 2013 0.178559 19.031735 0.842067 -0.018171 2.500000 0.189006 0.837571 BDMN 2014 0.178615 19.092137 0.849704 -0.020368 1.400000 0.178559 0.842067 BEKS 2008 0.093367 14.215739 0.789685 0.016744 -2.000000 0.119100 1.025250 BEKS 2009 0.080226 14.170086 0.757392 0.114404 -7.880000 0.093367 0.789685 BEKS 2010 0.394958 14.261236 0.484460 -0.052979 -12.900000 0.080226 0.757392 BEKS 2011 0.120164 15.606109 0.599737 0.004065 -4.570000 0.394958 0.484460 BEKS 2012 0.132737 15.854513 0.662020 -0.022467 0.980000 0.120164 0.599737 BEKS 2013 0.114279 16.013082 0.743281 -0.011234 1.230000 0.132737 0.662020 BEKS 2014 0.100514 16.017617 0.779829 -0.013597 -1.580000 0.114279 0.743281
78
BTPN 2012 0.214862 17.894574 0.541027 -0.007706 4.700000 0.204676 0.524686 BTPN 2013 0.230883 18.059207 0.557823 -0.008488 4.500000 0.214862 0.541027 BTPN 2014 0.233054 18.133195 0.623762 -0.009918 3.600000 0.230883 0.557823 BVIC 2008 0.227667 15.542751 0.448807 0.000119 0.880000 0.154323 0.595007 BVIC 2009 0.168645 15.811437 0.468928 -0.016214 1.100000 0.227667 0.448807 BVIC 2010 0.111859 16.148125 0.560411 -0.022415 1.710000 0.168645 0.468928 BVIC 2011 0.162138 16.283827 0.653994 0.007769 2.650000 0.111859 0.560411 BVIC 2012 0.179627 16.479458 0.628627 -0.000593 2.170000 0.162138 0.653994 BVIC 2013 0.179268 16.767977 0.632685 0.002931 1.970000 0.179627 0.628627 BVIC 2014 0.182526 16.877259 0.635116 -0.002093 0.800000 0.179268 0.632685 INPC 2008 0.150257 16.368500 0.729799 -0.000014 0.340000 0.123867 0.683077 INPC 2009 0.138688 16.551978 0.684063 0.002608 0.440000 0.150257 0.729799 INPC 2010 0.145220 16.652428 0.648648 0.001408 0.760000 0.138688 0.684063 INPC 2011 0.125509 16.769662 0.685902 0.005003 0.720000 0.145220 0.648648 INPC 2012 0.162985 16.838798 0.804522 0.005044 0.660000 0.125509 0.685902 INPC 2013 0.157550 16.868973 0.775426 0.002980 1.390000 0.162985 0.804522 INPC 2014 0.156871 16.970524 0.801778 0.002323 0.780000 0.157550 0.775426 MAYA 2008 0.236894 15.522564 0.813211 0.006390 1.270000 0.299529 0.810164 MAYA 2009 0.193654 15.847589 0.734181 -0.008639 0.900000 0.236894 0.813211 MAYA 2010 0.226144 16.128272 0.666267 -0.006627 1.220000 0.193654 0.734181 MAYA 2011 0.161397 16.376699 0.724454 -0.001848 2.070000 0.226144 0.666267 MAYA 2012 0.109294 16.658473 0.825105 -0.005027 2.410000 0.161397 0.724454 MAYA 2013 0.140690 16.994213 0.815998 -0.001711 2.530000 0.109294 0.825105 MAYA 2014 0.104361 17.403840 0.790822 -0.000041 1.980000 0.140690 0.815998 MCOR 2008 0.180192 14.554904 0.724518 0.006986 0.250000 0.306847 0.443725 MCOR 2009 0.168879 14.844728 0.629496 0.000000 1.000000 0.180192 0.724518 MCOR 2010 0.178420 15.286711 0.671209 0.006153 1.110000 0.168879 0.629496 MCOR 2011 0.122710 15.680024 0.722991 0.002381 0.960000 0.178420 0.671209 MCOR 2012 0.138625 15.686581 0.798691 0.004333 2.040000 0.122710 0.722991 MCOR 2013 0.146827 15.884550 0.831568 0.001022 1.740000 0.138625 0.798691 MCOR 2014 0.141489 16.094785 0.833532 -0.000362 0.790000 0.146827 0.831568 MEGA 2008 0.160948 17.366876 0.633629 -0.004609 1.980000 0.118411 0.566677 MEGA 2009 0.181286 17.496474 0.538945 -0.006420 1.770000 0.160948 0.633629 MEGA 2010 0.150339 17.758973 0.567885 -0.002826 2.450000 0.181286 0.538945 MEGA 2011 0.118592 17.941177 0.645143 -0.004789 2.290000 0.150339 0.567885 MEGA 2012 0.168306 17.993263 0.507174 -0.003187 2.740000 0.118592 0.645143 MEGA 2013 0.157444 18.012347 0.545010 -0.005168 1.140000 0.168306 0.507174 MEGA 2014 0.152256 18.014934 0.621920 -0.009999 1.160000 0.157444 0.545010 NISP 2008 0.173681 17.349076 0.727651 0.005297 1.510000 0.161489 0.770658 NISP 2009 0.183609 17.427849 0.652500 0.006397 1.910000 0.173681 0.727651 NISP 2010 0.166825 17.610434 0.754396 -0.004255 1.290000 0.183609 0.652500 NISP 2011 0.137486 17.907091 0.914938 -0.004077 1.910000 0.166825 0.754396 NISP 2012 0.164868 18.186751 0.756678 -0.003213 1.790000 0.137486 0.914938 NISP 2013 0.192828 18.395615 0.759141 -0.003048 1.810000 0.164868 0.756678 NISP 2014 0.187399 18.451435 0.794859 -0.002161 1.790000 0.192828 0.759141 PNBN 2008 0.203058 17.980499 0.659868 0.006967 1.750000 0.215845 0.692040
