ANALYSIS THE EFFECT OF LOAN TO DEPOSIT RATIO, NON PERFORMING LOAN AND RETURN ON ASSETS TO THE CAPITAL ADEQUACY RATIO (A CASE STUDY OF BPD KALTIM FOR PERIOD 2005-2012)

Abstract

This research aims to test the effect of independent variables, Loan to Deposit Ratio (LDR), Non Performing Loan (NPL), and Return On Assets (ROA) toward dependent variable,Capital Adequacy Ratio (CAR) of a bank. The samples collection method that taken for this research is purposive sampling. Data was used in this research based on publicity the annual and quarterly report of Regional Development Bank of Kaltim since 2005 to 2012, and resulting the amount of 32 samples. During research period show as data research was normally distributed. Based on the classical assumption tests, such as normality test, autocorrelation test, multicollinearity test, and heterocedasticity test, there was not deviant variables, it shows that the data which provided has been qualified for use multiple regression model. Result of the research shows as LDR and ROA partially have significant effect toward CAR at the level of significance less than 5% (0.000 and 0.021, respectively). While NPL shows that it does not effect significantly to CAR with the significance level at 0.214. And simultaneously LDR, NPL and ROA have significant effect toward CAR. The coefficient of determinant from these three variables toward CAR is 57.4%, where the rest 42.6% is affected by other factors which were not explained in this research model. Suggested to do further research by using other financial ratios as independent variables which has effect toward CAR.