ANALISIS PENGARUH CAR, NPL, BOPO, NIM, DAN LDR TERHADAP PERUBAHAN LABA PADA BANK DEVISA DI INDONESIA TAHUN 2005-2008

Abstract

The research aims to test the variable influence of Capital Adequacy Ratio (CAR), Non Performing Loan (NPL), Biaya Operasi Terhadap Pendapatan Operasi (BOPO), Net Interest Margin (NIM), dan Loan to Deposit Ratio (LDR) to Profit change. Population which was used in this research was all exchange in Indonesia in 2005-2008. The data which were used were gained from the Indonesian banking directory in the years 2005 to 2008. Data analysis with multilinier regression of ordinary least square and hypotheses test used t-statistic and Fstatistic at level of significance 5%, a classic assumption examination which consist of data normality test, multicolinierity test, heteroskedasticity test and autocorrelation test is also being done to test the hypotheses. Base on normality test, multicolinierity test, heteroskedasticity test and autocorrelation test classic assumption deviation has not founded, this indicate that the available data has fulfill the condition to use multilinier regression model. Regression equation is Y=77.601 + 1.446CAR + 2.722 NPL- 1.165 BOPO – 0.252 NIM + 0.027 LDR. Based on the analysist above, the partially result shows us that the variable of Capital Adequacy Ratio (CAR) influence positivelly and significanlly, Biaya Operasi Terhadap Pendapatan Operasi (BOPO) influence negatively and significanly to the Profit change. Meanwhile, Non Performing Loan (NPL), Net Interest Margin (NIM), and Loan to Deposit Ratio (LDR) do not influence significanly to the profit change of exchange bank in 2005-2008 at level of significance 5%. Moreover, the estimation result of double regression method shows us the prediction ability of 5 free variables to the Profit change 34.2%, however, the 65.8% is influenced by the other variables which are not part of the research model.