MAKRO EKONOMI DAN BUNGA BANK SEBAGAI
VARIABEL INTERVENING PENGARUHNYA
TERHADAP KINERJA PERBANKAN
(Studi pada Bank Devisa yang Go Public)
UJIAN TENGAH SEMESTER (UTS)
Tugas : Metodologi Penelitian Dosen: Dr. Harsono,IR., MS
Oleh :
TRIVOSA APRILIA NOVADIANI HAIDIPUTRI 13.78.0007
PROGRAM PASCASARJANA
UNIVERSITAS MERDEKA MALANG
2.
DIAGRAM JALUR
3.
MODEL STRUKTURAL DAN MODEL PERHITUNGAN
Model Struktural
Model Perhitungan
Makro Ekonomi (X1)
Inflasi (X1.1)
BI rate (X1.2)
Nilai Kurs IDR terhadap USD (X1.3)
Makro ekonomi
(X1) z3
Makro ekonomi (X1)
Kinerja perbankan (Y)
4.
TABEL TABULASI DATA
a. Makro Ekonomi (X1)
Tabel 1
Kondisi Inflasi di Indonesia (X1.1)
Tahun 2009 sampai 2013
Bulan inflasi
2009 2010 2011 2012 2013
Januari 9.17% 3.72% 7.02% 3,65% 4,57% Pebruari 8.60% 3.81% 6.84% 3,56% 5,31% Maret 7.92% 3.43% 6.65% 3,97% 5,90% April 7.31% 3.91% 6.16% 4,50% 5,57% Mei 6.84% 4.16% 5.98% 4,45% 5,47% Juni 3.65% 5.05% 5.54% 4,53% 5,90% Juli 2.71% 6.22% 4.61% 4,56% 8,61% Agustus 2.75% 6.44% 4.79% 4,58% 8,79% September 2.83% 5.80% 4.61% 4,31% 8,40% Oktober 2.57% 5.67% 4.42% 4,61% 8,32% November 2.41% 6.33% 4.15% 4,32% 8,37%
z1
e1 X1.1
Tahun 2009 sampai 2013
Bulan BI rate
2009 2010 2011 2012 2013
Januari 8,75% 6,50% 6,50% 6,00% 5,75% Pebruari 8,25% 6,50% 6,75% 5,75% 5,75% Maret 7,75% 6,50% 6,75% 5,75% 5,75% April 7,50% 6,50% 6,75% 5,75% 5,75% Mei 7,25% 6,50% 6,75% 5,75% 5,75% Juni 7,00% 6,50% 6,75% 5,75% 6,00% Juli 6,75% 6,50% 6,75% 5,75% 6,50% Agustus 6,50% 6,50% 6,75% 5,75% 7,00% September 6,50% 6,50% 6,75% 5,75% 7,25% Oktober 6,50% 6,50% 6,50% 5,75% 7,25% November 6,50% 6,50% 6,00% 5,75% 7,50% Desember 6,50% 6,50% 6,00% 5,75% 7,50%
Tabel 3
Kurs rupiah terhadap dollar AS (X1.3)
Tahun 2009 sampai 2013
Bulan Kurs
2009 2010 2011 2012 2013
Mei 10340 9180 8537 9565 9802
Juni 10225 9083 8597 9480 9929
Juli 9920 8952 8508 9485 10278
Agustus 10012 8998 8578 9560 10924
September 9681 8924 8823 9588 11613
Oktober 9545 8928 8835 9615 11234
November 9480 9013 9170 9605 11977
Desember 9400 8991 9068 9670 12189
Keterangan: kurs yang dipakai adalah nilai kurs tengah
b. Suku bunga bank (X2)
Tabel 4
Tingkat suku bunga deposito (X2.1)
Tahun 2009-2013
No Nama Bank Bunga Deposito
2009 2010 2011 2012 2013
1 PT. Bank Bukopin Tbk 6.88% 6.75% 6.50% 6.63% 6.75% 2 PT. Bank Central Asia Tbk 6.00% 6.00% 6.25% 5.25% 5.63% 3 PT. Bank CIMB Niaga Tbk 6.25% 6.38% 6.38% 6.50% 6.25% 4 PT. Bank Danamon Indonesia Tbk 6.50% 6.25% 6.75% 6.75% 6.88% 5 PT. Bank Internasional Indonesia Tbk 5.88% 5.88% 6.00% 6.00% 5.88% 6 PT. Bank Mandiri Tbk 5.38% 5.50% 5.50% 6.00% 6.38% 7 PT. Bank Mega Tbk 5.75% 5.75% 5.75% 5.75% 5.75% 8 PT. Bank Negara Indonesia Tbk 5.75% 5.75% 5.63% 6.00% 5.63% 9 Bank OCBC NISP Tbk 5.78% 5.78% 6.02% 5.78% 5.78% 10 PT. Bank Permata Tbk 6.38% 6.50% 6.50% 6.00% 6.38% 11 PT. Bank Rakyat Indonesia Tbk 5.50% 5.50% 6.00% 6.25% 6.75% 12 PT. Pan Indonesia Bank Tbk 6.50% 6.50% 6.50% 6.50% 6.50%
Tabel 5
Tingkat suku bunga Kredit Modal Kerja (X2.2)
1 PT. Bank Bukopin Tbk 9.75% 9.75% 9.88% 9.50% 9.50% 2 PT. Bank Central Asia Tbk 8.25% 8.25% 9.00% 9.25% 9.00% 3 PT. Bank CIMB Niaga Tbk 8.25% 8.38% 8.38% 8.50% 8.25% 4 PT. Bank Danamon Indonesia Tbk 8.50% 8.25% 8.25% 8.75% 8.88% 5 PT. Bank Internasional Indonesia Tbk 7.88% 7.88% 8.00% 8.00% 7.88% 6 PT. Bank Mandiri Tbk 7.38% 7.50% 7.50% 8.00% 7.38% 7 PT. Bank Mega Tbk 7.75% 7.75% 7.75% 7.75% 7.75% 8 PT. Bank Negara Indonesia Tbk 7.75% 7.75% 7.63% 8.00% 7.63% 9 Bank OCBC NISP Tbk 7.78% 7.78% 8.02% 7.78% 7.78% 10 PT. Bank Permata Tbk 7.38% 7.50% 8.50% 8.00% 8.38% 11 PT. Bank Rakyat Indonesia Tbk 7.50% 7.50% 8.00% 8.25% 8.75% 12 PT. Pan Indonesia Bank Tbk 8.50% 8.50% 8.50% 8.50% 8.50%
Tabel 6
Tingkat suku bunga Kredit Investasi (X2.3)
Tahun 2009-2013
No Nama Bank Bunga Kredit Investasi
2009 2010 2011 2012 2013
1 PT. Bank Bukopin Tbk 8.75% 8.75% 8.88% 8.50% 8.50% 2 PT. Bank Central Asia Tbk 7.25% 7.25% 8.00% 8.25% 8.00% 3 PT. Bank CIMB Niaga Tbk 9.25% 9.38% 9.38% 9.50% 9.25% 4 PT. Bank Danamon Indonesia Tbk 9.50% 9.25% 9.25% 9.75% 9.88% 5 PT. Bank Internasional Indonesia Tbk 8.88% 8.88% 9.00% 9.00% 8.88% 6 PT. Bank Mandiri Tbk 8.38% 8.50% 8.50% 9.00% 8.38% 7 PT. Bank Mega Tbk 8.75% 8.75% 8.75% 8.75% 8.75% 8 PT. Bank Negara Indonesia Tbk 8.75% 8.75% 8.63% 9.00% 8.63% 9 Bank OCBC NISP Tbk 8.78% 8.78% 9.02% 8.78% 8.78% 10 PT. Bank Permata Tbk 8.38% 8.50% 9.50% 9.00% 9.38% 11 PT. Bank Rakyat Indonesia Tbk 8.50% 8.50% 9.00% 9.25% 9.75% 12 PT. Pan Indonesia Bank Tbk 9.50% 9.50% 9.50% 9.50% 9.50%
Tabel 7
Tingkat suku bunga Kredit Konsumtif (X2.4)
No Nama Bank Bunga Kredit Konsumtif
2009 2010 2011 2012 2013
1 PT. Bank Bukopin Tbk 7.75% 7.75% 7.88% 7.50% 7.50% 2 PT. Bank Central Asia Tbk 6.25% 6.25% 7.00% 7.25% 7.00% 3 PT. Bank CIMB Niaga Tbk 7.25% 7.38% 7.38% 7.50% 7.25% 4 PT. Bank Danamon Indonesia Tbk 7.50% 7.25% 7.25% 7.75% 7.88% 5 PT. Bank Internasional Indonesia Tbk 6.88% 6.88% 7.00% 7.00% 6.88% 6 PT. Bank Mandiri Tbk 6.38% 6.50% 6.50% 7.00% 6.38% 7 PT. Bank Mega Tbk 6.75% 6.75% 6.75% 6.75% 6.75% 8 PT. Bank Negara Indonesia Tbk 6.75% 6.75% 6.63% 7.00% 6.63% 9 Bank OCBC NISP Tbk 6.78% 6.78% 7.02% 6.78% 6.78% 10 PT. Bank Permata Tbk 6.38% 6.50% 7.50% 7.00% 7.38% 11 PT. Bank Rakyat Indonesia Tbk 6.50% 6.50% 7.00% 7.25% 7.75% 12 PT. Pan Indonesia Bank Tbk 7.50% 7.50% 7.50% 7.50% 7.50%
c. Kinerja Perbankan (Y)
Tabel 8
CAR (Capital Adequacy Ratio) Bank Devisa (Y1.1)
Tahun 2009-2013
N o
Bank CAR
2009 2010 2011 2012 2013
1 PT. Bank Permata Tbk 12,20% 14,10% 14,07% 16,73% 14,51% 2 PT. Bank Rakyat Indonesia Tbk 13,20% 13,76% 13,18% 16,95% 16,99% 3 PT. Bank CIMB Niaga Tbk 13,59% 13,24% 16,37% 15,16% 15,36% 4 PT. Bank Negara Indonesia Tbk 13,80% 18,60% 17,60% 16,70% 15,10% 5 PT. Bank Bukopin Tbk 14,36% 13,28% 14,33% 18,45% 17,07% 6 PT. Bank Internasional Indonesia Tbk 14,71% 12,90% 12,16% 13,13% 12,81% 7 PT. Bank Central Asia Tbk 15,30% 13,50% 12,70% 14,20% 15,70% 8 PT. Bank Mandiri Tbk 15,60% 14,70% 17,20% 15,48% 14,93% 9 PT. Bank Mega Tbk 18,84% 14,78% 11,86% 16,83% 15,74% 10 Bank OCBC NISP Tbk 20,45% 17,63% 13,75% 16,50% 19,30% 11 PT. Bank Danamon Indonesia Tbk 20,70% 16,00% 17,50% 18,90% 17,90% 12 PT. Pan Indonesia Bank Tbk 21,53% 16,65% 17,45% 14,67% 15,32%
No Bank LDR
2009 2010 2011 2012 2013
1 PT. Bank Central Asia Tbk 50,30% 55,20% 61,70% 68,60% 75,40% 2 PT. Bank Mega Tbk 56,82% 56,03% 63,75% 52,39% 51,45% 3 PT. Bank Mandiri Tbk 61,40% 67,60% 74,10% 77,66% 82,97% 4 PT. Bank Negara Indonesia Tbk 64,10% 70,20% 70,40% 77,50% 85,30% 5 Bank OCBC NISP Tbk 73,26% 80,00% 87,04% 86,80% 92,50% 6 PT. Pan Indonesia Bank Tbk 73,28% 74,22% 80,36% 88,46% 87,71% 7 PT. Bank Bukopin Tbk 75,99% 71,85% 85,01% 83,81% 85,80% 8 PT. Bank Rakyat Indonesia Tbk 80,88% 75,17% 79,93% 79,85% 88,54% 9 PT. Bank Internasional Indonesia Tbk 82,93% 89,03% 95,07% 92,97% 93,24% 10 PT. Bank Danamon Indonesia Tbk 88,76% 93,82% 98,30% 100,70
%
95,10%
11 PT. Bank Permata Tbk 90,60% 87,50% 83,06% 89,52% 89,26% 12 PT. Bank CIMB Niaga Tbk 95,11% 88,04% 70,06% 95,04% 94,49%
Tabel 10
2009 2010 2011 2012 2013
1 PT. Bank Internasional Indonesia Tbk (0,13%) 0,85% 1,11% 1,62% 1,71% 2 PT. Bank Permata Tbk 1,40% 1,90% 1,66% 1,70% 1,60% 3 PT. Bank Bukopin Tbk 1,46% 1,65% 1,87% 1,83% 1,75% 4 PT. Bank Danamon Indonesia Tbk 1,50% 2,79% 2,60% 3,71% 3,40% 5 PT. Bank Negara Indonesia Tbk 1,70% 2,50% 2,90% 2,90% 3,40% 6 PT. Pan Indonesia Bank Tbk 1,75% 1,76% 2,02% 1,96% 1,85% 7 PT. Bank Mega Tbk 1,77% 2,45% 2,29% 2,74% 1,14% 8 Bank OCBC NISP Tbk 1,91% 1,29% 1,91% 1,80% 1,80% 9 PT. Bank CIMB Niaga Tbk 2,10% 2,75% 1,49% 3,18% 2,76% 10 PT. Bank Mandiri Tbk 3,00% 3,40% 2,70% 3,55% 3,66% 11 PT. Bank Central Asia Tbk 3,40% 3,50% 3,80% 3,60% 3,80% 12 PT. Bank Rakyat Indonesia Tbk 3,73% 4,64% 4,18% 5,15% 5,03%
5.
NOMOGRAM HARRY KING
tingkat kepercayaan sampel terhadap populasi 95%, maka bila ditarik garis lurus dari angka 36 melewati taraf kesalahan 5%, ditemukan titik 85. Maka mendapatkan hasil populasi yang diambil sebagai sampel sebanyak 0,85 x 36 = 30. Jadi berdasarkan Nomogram Harry King, sampel yang digunakan dalam penelitian ini adalah 30 perusahaan perbankan.
