DAFTAR NAMA PERBANKAN Nama Bank 1. Bank Agroniaga Tbk 2. Bank ICB Bumiputera Tbk 3. Bank Capital Indonesia Tbk 4. Bank Ekonomi Raharja Tbk 5. Bank Central Asia Tbk 6. Bank Bukopin Tbk 7. Bank Negara Indonesia (persero) Tbk 8. Bank Nusantara Parahyangan Tbk 9. Bank Rakyat Indonesia (Persero) Tbk 10. Bank Tabungan Negara (Persero) Tbk 11. Bank Mutiara Tbk 12. Bank Danamon Tbk 13. Bank Pundi Indonesia Tbk 14. Bank Pembangunan Jabar Banten Tbk 15. Bank Kesawan Tbk 16. Bank Mandiri (Persero) Tbk 17. Bank Bumi Arta 18. Bank CIMB Niaga Tbk 19. Bank International Indonesia Tbk 20. Bank Permata Tbk 21. Bank Swadesi Tbk 22. Bank Tabungan Pensiunan Nasional Tbk 23. Bank Victoria International Tbk 24. Bank Artha Graha Internasional Tbk 25. Bank Mayapada Tbk 26. Bank Windu Kentjana International Tbk 27. Bank Mega Tbk 28. Bank OCBC NISP Tbk 29. Bank Pan Indonesia Tbk 30. Bank Himpunan Saudara 1906 Tbk Sumber : bank indonesia
DAFTAR INDIKATOR GOOD CORPORATE GOVERNANCE No. Pilar Indikator 1 Transparency 1. Waktu penerbitan laporan keuangan 2. Visi perusahaan 3. Misi perusahaan 4. Sasaran perusahaan 5. Strategi perusahaan 6. Kondisi keuangan 7. Susunan pengurus 8. Kompensasi pengurus 9. Pemegang saham pengendali 10. Pejabat eksekutif 11. Pengelolaan risiko 12.Sistem pengawasan dan pengendalian intern 13. Sistem pelaksanaan GCG 14. Kejadian penting 15. Kepemilikan saham dewan komisaris 16.Hubungan keluarga dan hubungan keuangan dewan komisaris dengan pihak lain 2 Accountability 1. Jumlah anggota komite audit paling kurang 3 (tiga) dan paling banyak sama dengan jumlah anggota direksi 2. Reward and punishment system 3 Responsibility 1. Prinsip kehati-hatian 2. Melaksanakan tanggung jawab sosial 4 Independency RUPS minimal 1 (satu) kali dalam satu periode 5 Fairness 1. Keberadaan dewan komisaris independen 2.Uraian untuk memberikan kesempatan kepada seluruh stakeholders untuk memberikan masukan dan menyampaikan pendapat bagi kepentingan bank serta mempunyai homepage sebagai akses informasi Sumber : Peraturan Bank Indonesia No. 8/4/PBI/2006 Pedoman Umum Corporate Governance Indonesia Perbankan (KNKG, 2004)
DATA VARIABEL PENELITIAN TAHUN 2012 No Kode Emiten PBV GCG KD EM CAMEL 1 agro Bank agroniaga 2.07 0.96 0.00 2 babp Bank ICB bumiputera 16 0.98 1.00 3 baca Bank capital indonesia 0.85 0.84 0.00 4 baek Bank ekonomi raharja 2.9 0.92 0.00 5 bbca Bank cental asia 4.63 0.99 1.00 6 bbkp Bank bukopin 1.39 0.91 1.00 7 bbni Bank negara indonesia 2.18 0.98 1.00 Bank nusantara 8 bbnp parahyangan 0.99 0.90 0.00 9 bbri Bank rakyat indonesia 3.53 0.99 1.00 10 bbtn Bank tabungan negara 2.22 0.98 1.00 11 bcic Bank mutiara 1.83 0.88 0.00 Bank danamon 12 bdmn indonesia 2.6 0.97 1.00 13 beks Bank pundi indonesia 3.77 0.89 0.00 Bank pembangunan 14 bjbr daerah jabar dan Banten 2.82 0.98 1.00 15 bksw Bank QNB kesawan 3.66 0.94 0.00 16 bmri Bank mandiri 3.29 0.97 1.00 17 bnba Bank bumi arta 0.87 0.88 1.00 18 bnga Bank cimb niaga 3.23 0.93 0.00 Bank internasional 19 bnii Indonesia 6.07 0.97 0.00 20 bnli Bank permata 2.04 0.93 0.00 2845728511.32 536091645960.20 78843517851.31 676200058895.47 15401516064912.60 183425128208.82 28206274773028.40 155214561073.36 64000568867891.20 3242315284003.55 1603721318658.00 8987728112383.59 1022847786939.69 2086766933329.83 135765490730.01 67106931525052.20 4809653090457.01 14273838880480.00 9615088099162.67 6169036810432.80 0.8563 0.6754 0.8410 0.8446 0.8565 0.9648 0.8546 0.8382 0.8569 0.8328 0.7109 0.8189 0.8138 0.8607 0.8196 0.8475 0.8395 0.8351 0.8605 0.8456
21 bswd Bank of india indonesia 1.63 0.87 1.00 Bank tabungan 22 btpn pensiunan nasional 3.55 1.00 0.00 Bank victoria 23 bvic international 0.84 0.99 1.00 Bank artha graha 24 inpc internasional 0.87 0.98 0.00 Bank mayapada 25 maya Internasional 2.77 0.98 0.00 Bank windu kentjana 26 mcor internasional 1.08 0.91 0.00 27 mega Bank mega 2.31 0.97 0.00 28 nsip Bank ocbc nisp 2.18 0.99 0.00 29 pnbn Bank pan indonesia 2.24 0.91 0.00 Bank himpunan saudara 30 sdra 1906 1.71 0.92 1.00 24842615282217.80 1280021947918.89 782674747624.20 1272206267628.91 574786868613.41 322241848979.19 1566012145505.06 2988388823167.87 8168322346566.98 140175380729.25 0.8369 0.8998 0.8683 0.9672 0.8380 0.8353 0.8704 0.8391 0.8009 0.6548
DATA VARIABEL PENELITIAN TAHUN 2011 No Kode Emiten PBV GCG KD EM CAMEL 1 agro Bank agroniaga 1.23 0.92 2 babp Bank ICB bumiputera 6.61 0.97 3 baca Bank capital indonesia 1.19 0.87 4 baek Bank ekonomi raharja 2.2 0.96 5 bbca Bank cental asia 4.69 0.83 6 bbkp Bank bukopin 1.05 0.96 7 bbni Bank negara indonesia 1.87 0.82 Bank nusantara 8 bbnp parahyangan 0.93 1.00 9 bbri Bank rakyat indonesia 3.34 0.97 10 bbtn Bank tabungan negara 1.46 1.00 11 bcic Bank mutiara 1.41 1.00 Bank danamon 12 bdmn indonesia 1.52 0.87 13 beks Bank pundi indonesia 2.32 0.97 Bank pembangunan 14 bjbr daerah jabar dan banten 1.64 0.88 15 bksw Bank QNB kesawan 2.83 0.99 16 bmri Bank mandiri 2.51 0.87 17 bnba Bank bumi arta 0.67 0.98 18 bnga Bank cimb niaga 1.67 0.77 Bank internasional 19 bnii Indonesia 2.97 0.96 20 bnli Bank permata 1.34 0.98 1.00 654197055030.77 0.6548 0.00 355065704981.81 0.8452 1.00 49293429131.92 0.8841 0.00 438058911805.03 0.6966 0.00 11180430777135.70 0.8353 1.00 685002649862.68 0.6714 1.00 20817722026650.40 0.8493 1.00 103242297656.25 0.8512 1.00 41937167740925.90 0.8369 1.00 2092692211548.98 0.8653 1.00 1605878339307.80 0.8338 0.00 7322595980546.14 0.9265 1.00 898163531137.97 0.8171 0.00 1738559784009.24 0.9166 1.00 58115767085.83 0.8392 0.00 32821347451460.70 0.7578 1.00 53294692174.28 0.8389 1.00 9920820271909.76 0.9319 0.00 4283887946439.54 0.8294 0.00 4627816774682.91 0.8239
21 bswd Bank of india indonesia 1.5 0.94 Bank tabungan 22 btpn pensiunan nasional 3.43 0.98 Bank victoria 23 bvic international 0.7 0.98 Bank artha graha 24 inpc internasional 0.71 0.76 Bank mayapada 25 maya Internasional 2.66 0.91 Bank windu kentjana 26 mcor internasional 1.27 0.98 27 mega Bank mega 2.62 0.98 28 nsip Bank ocbc nisp 1.15 0.82 29 pnbn Bank pan indonesia 1.18 0.98 Bank himpunan saudara 30 sdra 1906 1.08 0.97 0.00 85292834941.16 0.8513 1.00 1028298341816.45 0.8340 0.00 1025840800039.38 0.8450 0.00 678605316231.71 0.7658 0.00 552238640322.49 0.8312 0.00 189169095870.81 0.8367 0.00 851633473537.53 0.9004 1.00 1815282183411.03 0.8878 0.00 4632753745343.56 0.8401 0.00 160745851414.96 0.8376
DATA VARIABEL PENELITIAN TAHUN 2010 No Kode Emiten PBV GCG KD EM CAMEL 1 agro Bank agroniaga 1.23 0.91 0.00 654197055030.08 0.7717 2 babp Bank ICB bumiputera 0.93 1.00 1.00 350522172776.97 0.7603 3 baca Bank capital indonesia 1.19 0.99 0.00 49293429125.70 0.8502 4 baek Bank ekonomi raharja 2.15 0.99 0.00 438058911805.46 0.8379 5 bbca Bank cental asia 4.64 0.91 1.00 11180430777161.80 0.8547 6 bbkp Bank bukopin 0.80 0.99 1.00 703002649865.22 0.8439 7 bbni Bank negara indonesia 1.87 1.00 1.00 20817722026655.80 0.8363 8 bbnp Bank nusantara parahyangan 0.93 0.87 1.00 103242297657.30 0.8377 9 bbri Bank rakyat indonesia 3.34 1.00 1.00 41937167740925.90 0.8499 10 bbtn Bank tabungan negara 1.46 0.99 1.00 2092692211548.98 0.8267 11 bcic Bank mutiara 1.40 0.84 0.00 1605878339307.80 0.8952 12 bdmn Bank danamon indonesia 1.52 1.00 1.00 7029019980546.14 0.8081 13 beks Bank pundi indonesia 2.32 0.83 0.00 898163531137.97 0.8418 14 bjbr Bank pembangunan daerah jabar dan Banten 1.64 1.00 1.00 1738559784009.24 0.8375 15 bksw Bank QNB kesawan 16 bmri Bank mandiri 17 bnba Bank bumi arta 2.83 0.86 0.00 58115767085.83 0.6772 2.51 0.99 1.00 32821347451460.70 0.8750 0.67 0.82 1.00 53294692174.28 0.8369
18 bnga Bank cimb niaga Bank internasional 19 bnii Indonesia 20 bnli Bank permata 21 bswd Bank of india indonesia Bank tabungan 22 btpn pensiunan nasional Bank victoria 23 bvic international Bank artha graha 24 inpc internasional Bank mayapada 25 maya Internasional Bank windu kentjana 26 mcor internasional 27 mega Bank mega 28 nsip Bank ocbc nisp 29 pnbn Bank pan indonesia Bank himpunan saudara 30 sdra 1906 1.67 1.00 1.00 9920820271909.76 0.8406 2.97 1.00 0.00 4283887946439.54 0.8004 1.34 1.00 0.00 4627816774682.91 0.8818 1.50 1.00 1.00 64753539753.16 0.8325 3.43 0.90 0.00 1028298341816.45 0.8325 0.70 0.97 1.00 1025840800039.38 0.5568 0.71 0.99 0.00 678605316231.71 0.8123 2.66 0.76 0.00 552238640322.49 0.8330 1.27 1.00 0.00 250101095870.81 0.8603 2.62 0.99 0.00 851633473537.53 0.8733 1.15 1.00 0.00 1815282183411.03 0.7827 1.18 0.99 0.00 4632753745343.56 0.8238 1.08 0.92 1.00 160745851414.96 0.8291
HASIL UJI ASUMSI KLASIK 1. Uji Normalitas 2. Uji Multikolinearitas Coefficients a Model Unstandardized Standardized t Sig. Correlations Collinearity Coefficients Coefficients Statistics B Std. Beta Zero- Partial Part Tolerance VIF Error order (Constant) 2.558 2.081 1.229.223 GCG.181 1.644.011.110.913.126.012.011.905 1.105 1 KD -.325.209 -.163-1.554.124 -.017 -.169 -.154.898 1.114 EM -1.349E-013.000 -.461-4.230.000 -.409 -.423 -.420.829 1.207 CAMEL -.981 1.661 -.059 -.591.556 -.013 -.065 -.059.989 1.012 a. Dependent Variable: PBV
3. Uji Autokorelasi Model Summary b Model R R Adjusted Std. Error of Change Statistics Durbin- Square R Square the Estimate R Square F df1 df2 Sig. F Watson Change Change Change 1.440 a.193.154.92142.193 4.916 4 82.001 1.988 a. Predictors: (Constant), CAMEL, GCG, KD, EM b. Dependent Variable: PBV 4. Uji Heteroskedastisitas
ANALISIS STATISTIK DESKRIPTIF Statistik Deskriptif Sebelum Mengeluarkan Outlier Descriptive Statistics N Minimum Maximum Mean Std. Deviation PBV 90.67 16.00 2.2176 1.88423 GCG 90.76 1.00.9407.06314 KD 90.00 1.00.4667.50168 EM 90-6.71E+13 2.48E+13-5.7026E+12 1.30305E+13 CAMEL 90.56.97.8311.06175 Valid N (listwise) 90 Statistik Deskriptif Setelah Mengeluarkan Outlier Descriptive Statistics N Minimum Maximum Mean Std. Deviation PBV 87.67 4.69 1.9644 1.00181 GCG 87.76 1.00.9407.06355 KD 87.00 1.00.4598.50127 EM 87-6.71E+13 2.48E+13-5.7785E+12 1.32246E+13 CAMEL 87.56.97.8319.06017 Valid N (listwise) 87
ANALISIS REGRESI LINEAR BERGANDA Variables Entered/Removed a Model Variables Variables Method Entered Removed 1 CAMEL, GCG,. Enter KD, EM b a. Dependent Variable: PBV b. All requested variables entered. Model Summary b Model R R Adjusted Std. Error of Change Statistics Durbin- Square R Square the Estimate R Square F df1 df2 Sig. F Watson Change Change Change 1.440 a.193.154.92142.193 4.916 4 82.001 1.988 a. Predictors: (Constant), CAMEL, GCG, KD, EM b. Dependent Variable: PBV Uji F (Uji Simultan) ANOVA a Model Sum of Squares df Mean Square F Sig. Regression 16.693 4 4.173 4.916.001 b 1 Residual 69.619 82.849 Total 86.312 86 a. Dependent Variable: PBV b. Predictors: (Constant), CAMEL, GCG, KD, EM
Uji t (Uji Parsial) Coefficients a Model Unstandardized Standardized t Sig. Correlations Collinearity Coefficients Coefficients Statistics B Std. Beta Zero- Partial Part Tolerance VIF Error order (Constant) 2.558 2.081 1.229.223 GCG.181 1.644.011.110.913.126.012.011.905 1.105 1 KD -.325.209 -.163-1.554.124 -.017 -.169 -.154.898 1.114 EM -1.349E-013.000 -.461-4.230.000 -.409 -.423 -.420.829 1.207 CAMEL -.981 1.661 -.059 -.591.556 -.013 -.065 -.059.989 1.012 a. Dependent Variable: PBV