PENGARUH CAR, NPL, LDR, NIM, DAN SIZE TERHADAP RISIKO BISNIS BANK (Studi Komparatif Bank Umum Go Publik dan Bank Umum Non Go Publik di Indonesia Tahun 2004-2008)

Abstract

This research is performed in order to test the influence of the variable Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Loan to Deposit Ratio (LDR), Net Interest Margin (NIM), and bank size (SIZE) toward business risk that proxied by Standard Deviation of Return on Asset (SDROA). Sampling technique used is purposive sampling with criteria as Commercial General Banking in Indonesia who classified into go public general bank and non go public general bank during period 2004 through 2008. The data used is annual financial report in Indonesia Banking Directory from Bank Indonesia and quarter publicity financial report from official website Bank Indonesia since 2004 to 2008. Obtained by amount sampel as much 70 company (21 go public general bank and 49 non go public generalbank) from 144 banking company in Indonesia period 2004 through 2008. Analysis technique used is multiple linier regression and hypothesis test use t-statistic to test coefficient of regression partial and also F-statistic to test the truth of simultaneously influence in level of significance 5%. Others also done a classic assumption test covering normality test, multicolinierity test, heteroscedastisity test and autocorrelation test. During research period showed that data research was normally distributed. Based on multicolinierity test, heteroscedasticity test and autocorrelation test variable digressing of classic assumption has not founded, its indicate that the available data has fulfill the condition to use multiple linier regression method. The result of hypothesis test indicate that CAR, NPL, LDR, NIM, and SIZE simultaneously significant toward SDROA. But from the five independent variable, only variable CAR, NPL, LDR, and NIM in partial significant toward SDROA go public general bank. Whereas in non go public bank only CAR, LDR, NIM, and SIZE in partial significant toward SDROA. Chow test result show 96,57 bigger than 2,21 so there is different significant influence on CAR, NPL, LDR, NIM, and SIZE toward SDROA between go public general bank and non go public general bank.