DAFTAR PUSTAKA
Kasmir . (2015). “Analisis Laporan Keuangan”. Jakarta : Raja Grafindo Persada Hasibuan, Malayu. (2007). Dasar-dasar Perbankan. Cetakan Keenam. Jakarta : Bumi Aksara Husnan, Suad & Enny P. (2012). “Dasar – dasar Manajemen Keuangan”. Yogyakarta.: UPP STIM YKPN Kasmir . (2014). “Bank dan Lembaga Keuangan Lainnya”. Jakarta : Raja Grafindo Persada Dendawijaya, Lukman. (2005). Manajemen Perbankan. Edisi kedua,cetakan pertama. Bogor : Ghalia Indonesia Ghozali,Imam (2013). Analisis Multivariat Dan Ekonometrika : Teori,Konsep dan Aplikasi Eviews 8. Semarang . Badan Penerbit Universitas Diponegoro Semarang Pandia,Frianto (2012). Manajemen Dana dan Kesehatan Bank. Jakarta. PT Rineka Cipta Manurung,Mandala dan Pratama Rahardja (2004). Uang,Perbankan, dan Ekonomi Moneter. Jakarta. Lembaga Penerbit FEUI Sugiyono (2009). Metode Penelitian Bisnis (Pendekatan Kuantitatif, Kualitatif dan R&D). Bandung. Alfabeta Widarjono,Agus(2007). Ekonometrika Teori dan Aplikasi. Yogyakarta : Ekonisia FE UI Defri (2012). Pengaruh Capital Adequacy Ratio (CAR), Likuiditas dan Efisiensi
Operasional Terhadap Profitabilitas Perusahaan Perbankan yang Terdaftar di BEI periode 2008-2010. Jurnal Manajemen, 1 (01) : 1-18
Agustiningrum, R. (2012). Analisis Pengaruh CAR, NPL, dan LDR Terhadap Profitabilitas pada perusahaan perbankan. Jurnal. Fakultas Ekonomi, Universitas Udayana : 885-902 Zufikar, T. (2013). Pengaruh CAR, LDR, NPL, BOPO dan NIM Terhadap Kinerja Profitabilitas (ROA) Bank Perkreditan Rakyat Di Indonesia. Tesis. Bandung: Magister Manajemen Fakultas Ekonomi, Universitas Katolik Parahyangan Mitasari, D. (2014). Pengaruh Capital Adequacy Ratio, Non Performing Loan,
Loan To Deposit Ratio, Net Interest Margin dan BOPO Terhadap Tingkat Profitabilitas Bank (Studi pada Bank Umum yang Terdaftar di Bursa Efek Indonesia). Jurnal Manajemen : Malang : Universitas Brawijaya
Christiano, M. (2014). Analisis Terhadap Rasio -Rasio Keuangan Untuk Mengukur
Profitabilitas Pada Bank-Bank Swasta Yang Go Public Di Bursa Efek Indonesia. Jurnal EMBA.2 (4) : 817 -830
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Kurawa, Junaidu Muhammad (2014). An Evaluation of the Effect of Credit Risk Management (CRM) on the Profitability of Nigerian Banks. Nigerian. Journal of Modern Accounting and Auditing.10 (1) : 104 -115
Gizaw, Million. (2015). The Impact of credit Risk on profitablity performance of commercial banks in Ethiopia. Ethiopia. African Journal of Business Management. 9 (2) : 59 – 66
Almilia, Luciana Spica dan Winny Herdiningtyas (2005). Analisis Rasio Camel terhadap prediksi kondisi bermasalah pada lembaga perbankan periode 2000 – 2002. Jurnal Akuntansi dan keuangan. Volume 7 nomor 2 Yuliani (2007). Hubungan efisiensi operasional dengan kinerja profitabilitas pada sektor perbankan yang go public di Bursa Efek Jakarta. Jurnal Manajemen dan Bisnis Sriwijaya. Volume 5 nomor 10 Mawardi, Wisnu (2005). Analisis faktor-faktor yang mempengaruhi kinerja keuangan bank umumdi Indonesia. Jurnal bisnis strategi. Volume 14 nomor 1 Undang-Undang RI Nomor 10 tahun 1998 tanggal 10 November 1998 tentang perbankan Surat edaran Bank Indonesia Nomor 14/26/DKBU tanggal 19 September 2012 tentang Pedoman Kebijakan dan Prosedur Perkreditan Bagi Bank Perkreditan Rakyat Peraturan Bank Indonesia Nomor 8/19/PBI/2006 tentang Kualitas Aktiva Produktif dan Pembentukan Penyisihan Aktiva Produktif Bank Perkreditan Rakyat
Peraturan Bank Indonesia Nomor 8/18/PBI/2015 tentang Kewajiban Penyediaan Modal Minimum Bank Perkreditan Rakyat Peraturan Bank Indonesia Nomor 15/2/PBI/2013 www.okezone.com. Maret 2013 diakses tanggal 18 Maret 2016 www.republika.co.id . Maret 2013 diakses tanggal 18 Maret 2016 www.bi.go.id www.ojk.go.id
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LAMPIRAN 1. Data CAR, LDR, NPL, BOPO dan ROA
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2. Hasil Uji Stasioner Capital Adequacy Ratio Null Hypothesis: CAR has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=9)
Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level
t-Statistic
Prob.*
-3.449420 -3.588509 -2.929734 -2.603064
0.0143
t-Statistic
Prob.*
-4.610535 -3.588509 -2.929734 -2.603064
0.0005
Loan to Deposit Ratio Null Hypothesis: LDR has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=9)
Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level
Non Performing Loan Null Hypothesis: NPL has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=9)
Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level
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t-Statistic
Prob.*
-4.830407 -3.588509 -2.929734 -2.603064
0.0003
Operational Effeciency Ratio Null Hypothesis: BOPO has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on SIC, maxlag=9)
Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level
t-Statistic
Prob.*
-4.343684 -3.592462 -2.931404 -2.603944
0.0012
t-Statistic
Prob.*
-6.180121 -3.596616 -2.933158 -2.604867
0.0000
Return On Asset Null Hypothesis: D(ROA) has a unit root Exogenous: Constant Lag Length: 1 (Automatic - based on SIC, maxlag=9)
Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level
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3. Hasil Uji Pemilihan Model Model Common Effect Dependent Variable: ROA? Method: Pooled Least Squares Date: 07/10/16 Time: 10:23 Sample: 2013 2015 Included observations: 3 Cross-sections included: 15 Total pool (balanced) observations: 45 Variable
Coefficient
Std. Error
t-Statistic
Prob.
C CAR? LDR? NPL? BOPO?
27.16543 0.001291 -0.106700 -0.257427 -0.144814
4.141689 0.016885 0.041331 0.071540 0.012910
6.559023 0.076459 -2.581581 -3.598360 -11.21708
0.0000 0.9394 0.0136 0.0009 0.0000
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
0.861844 0.848029 2.452480 240.5863 -101.5716 62.38215 0.000000
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Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat
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4.451720 6.291075 4.736516 4.937256 4.811350 0.568598
Model Fixed Effect Dependent Variable: ROA? Method: Pooled Least Squares Date: 07/10/16 Time: 10:24 Sample: 2013 2015 Included observations: 3 Cross-sections included: 15 Total pool (balanced) observations: 45 Variable
Coefficient
Std. Error
t-Statistic
Prob.
C CAR? LDR? NPL? BOPO? Fixed Effects (Cross) _BPBGR--C _DPM--C _INDOMITRA--C _KANAKA--C _LEUWILIANG--C _NBP2--C _NPC--C _PANCORAN--C _RAMAGANDA--C _SKA--C _SE--C _ABS--C _CKS--C _DATAGITA--C _TAPEUNA--C
19.00954 0.057172 -0.057299 -0.215008 -0.122882
2.739151 0.022309 0.023276 0.104816 0.008282
6.939938 2.562707 -2.461678 -2.051294 -14.83775
0.0000 0.0165 0.0208 0.0504 0.0000
-1.833981 -1.575143 -1.148658 -0.552098 -2.738366 3.376879 1.684083 -4.123788 1.283760 3.841736 5.609115 -0.461094 -0.764642 -1.628943 -0.968860 Effects Specification
Cross-section fixed (dummy variables) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)
0.985099 0.974783 0.999022 25.94918 -51.46548 95.49034 0.000000
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Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat
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4.451720 6.291075 3.131799 3.894612 3.416168 3.363884
Model Random Effect Dependent Variable: ROA? Method: Pooled EGLS (Cross-section random effects) Date: 07/10/16 Time: 10:27 Sample: 2013 2015 Included observations: 3 Cross-sections included: 15 Total pool (balanced) observations: 45 Swamy and Arora estimator of component variances Variable
Coefficient
Std. Error
t-Statistic
Prob.
C CAR? LDR? NPL? BOPO? Random Effects (Cross) _BPBGR--C _DPM--C _INDOMITRA--C _KANAKA--C _LEUWILIANG--C _NBP2--C _NPC--C _PANCORAN--C _RAMAGANDA--C _SKA--C _SE--C _ABS--C _CKS--C _DATAGITA--C _TAPEUNA--C
21.08105 0.038415 -0.070034 -0.244850 -0.125498
2.548036 0.018184 0.021774 0.080086 0.007959
8.273452 2.112608 -3.216445 -3.057323 -15.76841
0.0000 0.0409 0.0026 0.0040 0.0000
-0.762471 -1.146979 -1.397988 -0.910206 -2.431937 2.889873 1.198735 -3.554788 1.064572 3.351155 5.123327 -0.353175 -0.861288 -1.820506 -0.388323 Effects Specification S.D.
Cross-section random Idiosyncratic random
2.476693 0.999022
Rho 0.8601 0.1399
Weighted Statistics R-squared Adjusted R-squared S.E. of regression F-statistic Prob(F-statistic)
0.892114 0.881325 0.998360 82.69039 0.000000
Mean dependent var S.D. dependent var Sum squared resid Durbin-Watson stat
1.009721 2.898066 39.86892 2.290962
Unweighted Statistics R-squared Sum squared resid
0.839145 280.1162
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Mean dependent var Durbin-Watson stat
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4.451720 0.326072
Chow Test Redundant Fixed Effects Tests Pool: BPR_BOGOR Test cross-section fixed effects Effects Test
Statistic
Cross-section F Cross-section Chi-square
d.f.
Prob.
(14,26) 14
0.0000 0.0000
Chi-Sq. Statistic
Chi-Sq. d.f.
Prob.
3.946997
4
0.4132
15.361251 100.212256
Hausman Test Correlated Random Effects - Hausman Test Pool: BPR_BOGOR Test cross-section random effects
Test Summary Cross-section random
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