ANALISIS PENGARUH RASIO CAR, NPL, ROA, BOPO DAN LDR TERHADAP PREDIKSI KONDISI BERMASALAH USAHA PERBANKAN DI INDONESIA VERSI MAJALAH INFOBANK (Pada Bank Konvensional yang Terdaftar di BEI Periode 2004- 2008)

Abstract

The aims of this study is to test the influence of Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Return on Assets (ROA), Biaya Operasi Terhadap Pendapatan Operasi (BOPO), and Loan to Deposit Ratio (LDR) over the prediction of problem condition of the bank. The problem on this research is contradiction (research gap) with the previous reseacrh. The population used in this research is all conventiomal banks that listed in Bursa Efek Indonesia in 2004-2008 periods. The data obtained from Indonesian Capital Market Directory an Indonesian Banking Directory (Directori Perbankan Indonesia) from 2004 until 2008. The total sample is 21 bank. The analysis method used to test the research hypothesis was logistic regression with 5% level of significance. In addition, it also tests the classical assumption that includes normality test, multicolinearity test, heteroskedasticity test, and autocorrelation test. According to normality test, multicolinearity test, heteroskedasticity test, and autocorrelation test, it didn't found variables that deviate from the classical assumption. Based on that results, it shows that the data that used qualify the requirement to used logistic regression model. The analysis result shows that CAR, and ROA has negative and significant effect to the prediction of the problem condition at banks that listed in Bursa Efek Indonesia in 2004-2008 periods with 5% level of significance. Whereas, NPL, BOPO, and LDR has positive but not significant effect to the prediction of the problem condition of the banks that listed in Bursa Efek Indonesia in 2004-2008 periods.