Analisis Penerapan Basel Accord terhadap Portofolio Investasi pada Bank Pembangunan Daerah di Indonesia

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Lampiran 1

Pemilihan Bank Melalui Kriteria Berdasarkan Purposive Sampling

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21 PT. BPD Sulawesi Utara   

22 PT. BPD Sulawesi Selatan dan

Sulawesi Barat  - -

23 PT. BPD Sumatera Barat   

24 PT. BPD Sumatera Selatan

dan Bangka Belitung  - -

25 PT. BPD Sumatera Utara   

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Lampiran 2

Hasil olahan data populasi, Tabel Input Data

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160 ₂₀₁₄ _{PT. BPD Sumatera Barat} _15.76 _98.34 _2.52 _-19.00 _1.94 _84.51

161 ₂₀₁₄ _{PT. BPD Yogyakarta} 16.60 80.34 1.23 21.00 10.74 72.64

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Lampiran 3

Statistik Deskriptif Variabel Penelitian

CAR LDR NPL PL ROA BOPO

Mean 20.01704 76.74340 1.858951 17.03049 3.568333 73.32870 Median 18.19000 81.53500 1.375000 15.44500 3.270000 72.69500 Maximum 53.19000 128.4800 7.450000 134.0000 10.74000 92.99000 Minimum 8.340000 17.11000 0.090000 -59.00000 1.020000 54.18000 Std. Dev. 7.478378 23.04240 1.476520 22.97476 1.578519 7.405079 Skewness 2.282376 -0.704916 1.465873 0.612709 2.657057 0.053687 Kurtosis 9.416146 3.106463 5.477127 7.131954 12.66262 3.180713

Jarque-Bera 418.5263 13.49298 99.43627 125.3792 820.8413 0.298258 Probability 0.000000 0.001175 0.000000 0.000000 0.000000 0.861458

Sum 3242.760 12432.43 301.1500 2758.940 578.0700 11879.25 Sum Sq. Dev. 9004.109 85483.28 350.9979 84982.19 401.1670 8828.466

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Lampiran 4

Hasil Olahan Data Eviews, Hasil Uji Chow dan Uji Hausman

1. Uji Chow

Redundant Fixed Effects Tests Equation: Untitled

Test cross-section fixed effects

Effects Test Statistic d.f. Prob.

Cross-section F 2.183877 (17,139) 0.0070

Cross-section Chi-square 38.349485 17 0.0022

Cross-section fixed effects test equation:

Variable Coefficient Std. Error t-Statistic Prob.

C 59.21439 25.27598 2.342714 0.0204

CAR 0.161345 0.272149 0.592856 0.5541

NPL -3.134580 1.214410 -2.581154 0.0108

ROA 2.779843 1.172857 2.370147 0.0190

BOPO -0.541230 0.265011 -2.042294 0.0428

LDR -0.127936 0.085261 -1.500522 0.1355

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Cross-section random 6.465214 5 0.2635

Cross-section random effects test comparisons:

Variable Fixed Random Var(Diff.) Prob.

CAR 0.232265 0.194431 0.005908 0.6225

NPL -2.423591 -2.818432 0.068909 0.1325

ROA 2.036796 2.423446 0.095530 0.2109

BOPO -0.626389 -0.572787 0.008986 0.5718

LDR -0.043893 -0.095052 0.002131 0.2678

Variable Coefficient Std. Error t-Statistic Prob.

C 58.91939 26.63777 2.211874 0.0286

CAR 0.232265 0.277004 0.838491 0.4032

NPL -2.423591 1.196008 -2.026401 0.0446

ROA 2.036796 1.182424 1.722559 0.0872

BOPO -0.626389 0.279951 -2.237496 0.0268

LDR -0.043893 0.099596 -0.440713 0.6601

Effects Specification

Cross-section fixed (dummy variables)