Tahun LAMPIRAN 1 Data CAR, NPL, rate dan Total Kredit Bank Asing (2008-2012) Periode CAR Standard Chartered Citi Bank NPL RATE KREDIT CAR NPL RATE KREDIT 2008 MARET 15 15 8 16218313 25 7 8 22360119 JUNI 14 14 8.5 15991155 22 2 8.5 24074663 SEPT 13 5 9.25 19198690 22 1 9.25 24639247 DES 14 6 8 20043986 25 8 9.25 27250610 2009 MARET 14 14 7.75 19033994 28 8 7.75 26106994 JUNI 16 16 7 19902037 29 9 7 24209201 SEPT 12 4 6.5 17841583 30 9 6.5 24558439 DES 15 8 6.5 20670706 30 10 6.5 24540113 2010 MARET 12 12 6.5 19313757 29 8 6.5 24776326 JUNI 15 15 6.5 22408044 26 9 6.5 25906669 SEPT 13 6 6.5 23240887 24 10 6.5 26582744 DES 14 7 6.5 21857580 22 2 6.5 26826875 2011 MARET 13 6 6.75 25679247 22 2 6.75 26329141 JUNI 12 7 6.75 25679247 21 2 6.75 26329141 SEPT 11 7 6.75 25679247 18 1 6.75 26329141 DES 14 7 6 25679247 20 1 6 26329141 2012 MARET 13 7 5.75 27492182 26 1 5.75 27830013 JUNI 12 6 5.75 31286225 25 0 5.75 2973744 SEPT 12 5 5.75 32524893 22 0 5.75 30628355 DES 16 4 5.75 31133402 23 0 5.75 31035464 Keterangan : CAR : Capital Adequacy Ratio (%) NPL : Non Performing Loan (%) rate : Suku Bunga (%) Kredit : dalam (Jutaan Rupiah) 70
Tahun Periode CAR NPL HSBC Deutsche Bank RATE KREDIT CAR NPL RATE KREDIT 2008 MARET 16 11 8 17508547 49 5 8 6929886 JUNI 14 9 8.5 19801201 45 4 8.5 6880189 SEPT 15 9 9.25 21548638 45 5 9.25 7244699 DES 12 10 9.25 22742485 46 6 9.25 7174689 2009 MARET 21 6 7.75 20855590 58 6 7.75 6884176 JUNI 21 7 7 18927442 56 9 7 5358692 SEPT 12 8 6.5 18933663 52 8 6.5 5118383 DES 19 15 6.5 20422908 40 6 6.5 5583848 2010 MARET 17 15 6.5 21227165 45 5 6.5 5839258 JUNI 16 3 6.5 21054327 31 3 6.5 6951432 SEPT 13 3 6.5 24691319 22 3 6.5 5278117 DES 13 2 6.5 23918615 25 3 6.5 4933359 2011 MARET 20 2 6.75 30750202 25 2 6.75 4542859 JUNI 19 2 6.75 30750202 27 2 6.75 4542859 SEPT 18 3 6.75 30750202 28 2 6.75 4542859 DES 17 1 6 30750202 21 1 6 4542859 2012 MARET 18 0 5.75 31074264 30 1 5.75 5332686 JUNI 17 0 5.75 35402026 31 1 5.75 4356064 SEPT 17 0 5.75 36619522 28 1 5.75 5143020 DES 17 0 5.75 38470419 20 1 5.75 6023338 Keterangan : CAR : Capital Adequacy Ratio (%) NPL : Non Performing Loan (%) rate : Suku Bunga (%) Kredit : dalam (Jutaan Rupiah) 71
Tahun Periode CAR Bank of America Bank of China NPL RATE KREDIT CAR NPL RATE KREDIT 2008 MARET 129 0 8 27038 71 0 8 230178 JUNI 85 0 8.5 19963 50 0 8.5 254216 SEPT 135 0 9.25 19616 46 0 9.25 299761 DES 94 0 9.25 477942 49 0 9.25 403584 2009 MARET 84 0 7.75 506350 48 0 7.75 417193 JUNI 85 0 7 458476 45 0 7 649873 SEPT 92 0 6.5 395711 56 0 6.5 2070497 DES 103 0 6.5 385163 83 0 6.5 1124102 2010 MARET 98 0 6.5 374924 65 0 6.5 845412 JUNI 107 0 6.5 375071 48 0 6.5 2547672 SEPT 95 0 6.5 370868 35 0 6.5 3286497 DES 89 0 6.5 461547 32 0 6.5 4062102 2011 MARET 86 0 6.75 503190 30 0 6.75 7033868 JUNI 85 0 6.75 503190 25 0 6.75 7033868 SEPT 72 0 6.75 503190 23 0 6.75 7033868 DES 71 0 6 503190 28 0 6 7033868 2012 MARET 60 0 5.75 467055 41 0 5.75 7263169 JUNI 73 0 5.75 428714 34 0 5.75 7477280 SEPT 83 0 5.75 435622 34 0 5.75 7855014 DES 62 1 5.75 634624 26 0 5.75 7220978 Keterangan : CAR : Capital Adequacy Ratio (%) NPL : Non Performing Loan (%) rate : Suku Bunga (%) Kredit : dalam (Jutaan Rupiah) 72
Tahun Periode CAR JP. Morgan Chase The Royal Bank NPL RATE KREDIT CAR NPL RATE KREDIT 2008 MARET 80 0 8 1600815 18 1 8 8165418 JUNI 81 0 8.5 1181261 18 1 8.5 8389577 SEPT 80 0 9.25 1068681 16 1 9.25 9867869 DES 63 0 9.25 1298782 16 1 9.25 8902558 2009 MARET 37 0 7.75 1414424 19 1 7.75 7846372 JUNI 48 0 7 1153103 21 2 7 6949067 SEPT 45 0 6.5 1027431 26 2 6.5 6726042 DES 41 0 6.5 953833 28 2 6.5 2467907 2010 MARET 34 0 6.5 787597 29 1 6.5 2069936 JUNI 33 0 6.5 1404019 61 1 6.5 1776959 SEPT 36 0 6.5 1283555 59 0 6.5 2129857 DES 36 0 6.5 1303332 36 0 6.5 2023365 2011 MARET 33 0 6.75 1127448 36 0 6.75 824245 JUNI 26 0 6.75 1784754 35 0 6.75 824245 SEPT 18 0 6.75 1784754 29 1 6.75 824245 DES 29 0 6 1784754 39 0 6 824245 2012 MARET 30 0 5.75 1679077 44 0 5.75 1098055 JUNI 28 0 5.75 2479955 34 0 5.75 1748032 SEPT 27 0 5.75 2610097 33 0 5.75 1839744 DES 23 0 5.75 2906847 31 0 5.75 2486644 Keterangan : CAR : Capital Adequacy Ratio (%) NPL : Non Performing Loan (%) rate : Suku Bunga (%) Kredit : dalam (Jutaan Rupiah) 73
Tahun Periode CAR Bank of Tokyo Bangkok Bank NPL RATE KREDIT CAR NPL RATE KREDIT 2008 MARET 36 1 8 14551267 33 7 8 3242298 JUNI 40 1 8.5 15145338 31 7 8.5 3427925 SEPT 41 1 9.25 18422240 53 8 9.25 3382414 DES 36 0 9.25 24517444 47 8 9.25 3880036 2009 MARET 33 0 7.75 26373179 49 9 7.75 3709249 JUNI 53 2 7 24215601 50 9 7 3516901 SEPT 39 2 6.5 23721103 52 10 6.5 3136553 DES 39 2 6.5 24639464 55 10 6.5 2955003 2010 MARET 50 2 6.5 23392522 52 9 6.5 2937574 JUNI 50 1 6.5 25448509 52 8 6.5 3075976 SEPT 47 1 6.5 27195592 51 7 6.5 3128607 DES 34 1 6.5 28394531 46 7 6.5 3169840 2011 MARET 36 1 6.75 40176034 47 6 6.75 4235039 JUNI 39 1 6.75 40176034 42 5 6.75 4235039 SEPT 44 3 6.75 40176034 48 5 6.75 4235039 DES 39 1 6 40176034 48 5 6 4235039 2012 MARET 38 1 5.75 40680459 45 4 5.75 4695209 JUNI 44 1 5.75 42300084 61 3 5.75 5443482 SEPT 41 1 5.75 49197564 59 4 5.75 5761058 DES 57 1 5.75 50832837 63 3 5.75 6910355 Keterangan : CAR : Capital Adequacy Ratio (%) NPL : Non Performing Loan (%) rate : Suku Bunga (%) Kredit : dalam (Jutaan Rupiah) 74
LAMPIRAN 2 Perkembangan Dana Pihak Ketiga dan Total Kredit Bank Asing (Milyar Rupiah) Tahun Bulan DPK Kredit Tahun DPK Kredit Jan 118.620 86.542 132.310 115.499 Feb 117.548 87.850 135.914 116.522 Mar 112.320 87.842 130.673 110.054 Apr 111.998 89.184 120.865 103.240 Mei 114.159 91.695 119.424 101.785 2008 Jun 113.979 92.673 2009 124.398 99.657 Jul 112.460 92.629 121.318 102.040 Agt 113.981 98.732 121.773 103.018 Sep 114.313 100.823 123.502 99.005 Okt 128.658 113.561 120.384 97.796 Nov 137.115 122.821 120.812 96.581 Des 128.377 113.372 117.594 100.011 Jan 119.911 99.617 125.551 115.700 Feb 119.865 101.286 127.249 117.054 Mar 126.570 100.296 129.612 118.427 Apr 121.473 102.410 126.831 118.757 Mei 126.736 107.254 137.207 121.557 2010 Jun 123.707 106.049 2011 134.288 120.327 Jul 122.893 107.718 131.771 125.194 Agt 123.813 109.387 130.140 134.873 Sep 124.517 112.073 136.290 136.359 Okt 122.153 11.449 137.303 137.730 Nov 126.948 110.950 145.804 140.996 Des 124.376 113.004 141.473 141.882 Jan 149.642 143.696 75
Feb 150.454 145.673 Mar 151.505 147.613 Apr 151.505 150.305 Mei 147.830 160.130 2012 Jun 155.017 160.667 Jul 147.593 165.750 Agt 153.088 168.857 Sep 152.261 172.835 Okt 157.456 173.463 Nov 155.666 177.715 Des 155.430 177.468 Sumber: Statistik Perbankan Indonesia, data diolah 76
LAMPIRAN 3 Rata-Rata kredit bank asing berdasarkan jenis penggunaannya (Milyar Rp) Tahun Modal Kerja Investasi Konsumsi Total 2008 57336 6434 20086 83856 2009 60971 14690 24351 100012 2010 76215 17301 19488 113004 2011 89789 26862 19834 136485 2012 115432 37028 20398 172858 Total kredit UMKM bank asing (Milyar Rp) Bulan 2008 2009 2010 2011 2012 jan 20658 25459 47530 45841 59804 feb 21198 25313 52204 49254 48945 mar 21477 28098 51084 50184 51651 apr 22379 28181 46746 52113 51589 mei 23133 27952 49780 51366 53002 jun 23890 27936 51303 52747 57580 jul 23728 29387 51222 54459 56821 ags 24617 27932 51828 57300 54397 sep 25984 28458 52278 59292 56075 okt 26079 28777 53777 65639 55491 nov 26399 29077 49314 67552 56203 des 25406 29208 51246 68180 55935 Rata-rata kredit UMKM berdasarkan kelompok bank (Milyar Rp) Tahun 2008 2009 2010 2011 2012 Bank BUMN 230375 285134 343990 415623 508100 BPD 87665 107675 126561 155024 190815 BUSN 290508 315369 404986 512566 601409 Asing dan campuran 25406 29208 51246 68180 55935 Total 633954 737386 926783 1151393 1356259 77
Uji Heterokedastisitas LAMPIRAN 4 Hasil Regresi Mengunakan Eviews 6 Dependent Variable: KREDIT? Method: Pooled Least Squares Date: 05/07/14 Time: 21:49 Sample: 2008Q1 2012Q4 Included observations: 20 Cross-sections included: 10 Total pool (balanced) observations: 200 White cross-section standard errors & covariance (d.f. corrected) Variable Coefficient Std. Error t-statistic Prob. C 17.25745 0.267730 64.45836 0.0000 CAR? -0.023265 0.003443-6.757348 0.0000 NPL? 0.003632 0.006927 0.524394 0.6006 I? -0.125994 0.048390-2.603739 0.0100 Fixed Effects (Cross) _STANDARD--C 0.818553 _CITI--C 1.248388 _HSBC--C 1.015353 _DEUTSCHE--C -0.025344 _AMERICA--C -1.744394 _CHINA--C -0.871234 _MORGAN--C -1.242427 _ROYAL--C -0.861618 _TOKYO--C 1.766020 _BANGKOK--C -0.103297 Cross-section fixed (dummy variables) Effects Specification R-squared 0.882288 Mean dependent var 15.49875 Adjusted R-squared 0.874734 S.D. dependent var 1.610653 S.E. of regression 0.570058 Akaike info criterion 1.776633 Sum squared resid 60.76862 Schwarz criterion 1.991024 Log likelihood -164.6633 Hannan-Quinn criter. 1.863394 F-statistic 116.8014 Durbin-Watson stat 0.354520 Prob(F-statistic) 0.000000 78
Metode Fixed Effect Model (FEM) Dependent Variable: KREDIT? Method: Pooled Least Squares Date: 05/07/14 Time: 21:59 Sample: 2008Q1 2012Q4 Included observations: 20 Cross-sections included: 10 Total pool (balanced) observations: 200 Variable Coefficient Std. Error t-statistic Prob. C 17.25745 0.279371 61.77262 0.0000 CAR? -0.023265 0.003531-6.589444 0.0000 NPL? 0.003632 0.016442 0.220905 0.8254 I? -0.125994 0.040565-3.105961 0.0022 Fixed Effects (Cross) _STANDARD--C 0.818553 _CITI--C 1.248388 _HSBC--C 1.015353 _DEUTSCHE--C -0.025344 _AMERICA--C -1.744394 _CHINA--C -0.871234 _MORGAN--C -1.242427 _ROYAL--C -0.861618 _TOKYO--C 1.766020 _BANGKOK--C -0.103297 Cross-section fixed (dummy variables) Effects Specification R-squared 0.882288 Mean dependent var 15.49875 Adjusted R-squared 0.874734 S.D. dependent var 1.610653 S.E. of regression 0.570058 Akaike info criterion 1.776633 Sum squared resid 60.76862 Schwarz criterion 1.991024 Log likelihood -164.6633 Hannan-Quinn criter. 1.863394 F-statistic 116.8014 Durbin-Watson stat 0.354520 Prob(F-statistic) 0.000000 79
Metode Random Effect Model (REM) Dependent Variable: KREDIT? Method: Pooled EGLS (Cross-section random effects) Date: 05/07/14 Time: 21:54 Sample: 2008Q1 2012Q4 Included observations: 20 Cross-sections included: 10 Total pool (balanced) observations: 200 Swamy and Arora estimator of component variances White cross-section standard errors & covariance (d.f. corrected) Variable Coefficient Std. Error t-statistic Prob. C 17.30353 0.279855 61.83037 0.0000 CAR? -0.024973 0.003898-6.407283 0.0000 NPL? 0.008599 0.007690 1.118122 0.2649 I? -0.125292 0.046534-2.692478 0.0077 Random Effects (Cross) _STANDARD--C 0.736420 _CITI--C 1.197605 _HSBC--C 0.951156 _DEUTSCHE--C -0.032295 _AMERICA--C -1.616862 _CHINA--C -0.834518 _MORGAN--C -1.203278 _ROYAL--C -0.848730 _TOKYO--C 1.752330 _BANGKOK--C -0.101827 Effects Specification S.D. Rho Cross-section random 1.004830 0.7565 Idiosyncratic random 0.570058 0.2435 Weighted Statistics R-squared 0.273158 Mean dependent var 1.950479 Adjusted R-squared 0.262033 S.D. dependent var 0.668362 S.E. of regression 0.574157 Sum squared resid 64.61259 F-statistic 24.55325 Durbin-Watson stat 0.346114 Prob(F-statistic) 0.000000 Unweighted Statistics R-squared 0.424422 Mean dependent var 15.49875 Sum squared resid 297.1398 Durbin-Watson stat 0.075262 80
Uji Hausman Correlated Random Effects - Hausman Test Pool: POOL1 Test cross-section random effects Test Summary Chi-Sq. Statistic Chi-Sq. d.f. Prob. Cross-section random 5.828851 3 0.1202 Cross-section random effects test comparisons: Variable Fixed Random Var(Diff.) Prob. CAR? -0.023265-0.024973 0.000001 0.0281 NPL? 0.003632 0.008599 0.000006 0.0504 I? -0.125994-0.125292 0.000003 0.6626 Cross-section random effects test equation: Dependent Variable: KREDIT? Method: Panel Least Squares Date: 05/07/14 Time: 22:02 Sample: 2008Q1 2012Q4 Included observations: 20 Cross-sections included: 10 Total pool (balanced) observations: 200 Variable Coefficient Std. Error t-statistic Prob. C 17.25745 0.279371 61.77262 0.0000 CAR? -0.023265 0.003531-6.589444 0.0000 NPL? 0.003632 0.016442 0.220905 0.8254 I? -0.125994 0.040565-3.105961 0.0022 Cross-section fixed (dummy variables) Effects Specification R-squared 0.882288 Mean dependent var 15.49875 Adjusted R-squared 0.874734 S.D. dependent var 1.610653 S.E. of regression 0.570058 Akaike info criterion 1.776633 Sum squared resid 60.76862 Schwarz criterion 1.991024 Log likelihood -164.6633 Hannan-Quinn criter. 1.863394 F-statistic 116.8014 Durbin-Watson stat 0.354520 Prob(F-statistic) 0.000000 81