ANALISIS PENGARUH DPK, CAR, ROA, NPL, NIM, BOPO, SUKU BUNGA, INFLASI, DAN KURS TERHADAP LDR (Studi pada Bank Umum Swasta Nasional Devisa periode 2002-2009)

Abstract

This research is performed in order to test the influence of the variables Third Party Funds (TPF), Capital Adequacy Ratio (CAR), Return On Assets (ROA), Non Performing Loans (NPL), Net Interest Margin (NIM), Operational Cost Ratio to Operational Income (BOPO), Interest Rate, Inflation and Exchange rate toward Loan to Deposit Ratio (LDR). Population in this research used bank devisa during period 2002 through 2009. Purposive sampling method were used as samples determining method and 20 bank selected as the sample of the research. Data analysis with multilinear regression of ordinary least square and hypotheses test used t-statistic and F-statistic at level significance 5%, a classic assumption examination which consist of data normality test, multicollinearity test, heteroscedasticity test and autocorrelation test is also being done to test the hypotheses. Based on normality test, multicollinearity test, heteroscedasticity test, and autocorrelation test classic assumption deviation has not founded, this indicate that the available data has fulfill the codition to use multilinear regression model. Empirical evidence show as Net Interest Margin (NIM), Exchange rate, Third Party Fund (TPF), Interest Rate, Non Performing Loans (NPL), Inflation, and Capital Adequacy Ratio (CAR) have influence toward Loan to Deposit Ratio (LDR) bank devisa over period 2002-2009 at level significance 5%. Prediction capability from these nine variables toward Loan to Deposit Ratio (LDR) is 54.7%, where the balance 45.3% is affected to other factor which was not to be entered research model.