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Abstrak :
[ABSTRAK
Penelitian ini dilakukan untuk menguji pengaruh variabel CAR, NPFN, ROE, NOM, QR, GWM dan kondisi makroekonomi dalam membedakan dan memprediksi probabilitas kinerja relatif baik bank berdasarkan kelompok sekawan dan tanpa kelompok sekawan. Bank syariah yang menjadi sampel penelitian adalah Bank Umum Syariah dengan periode penelitian 2005 triwulan 4 sampai dengan 2011 Triwulan 3. Teknik analisis yang digunakan adalah regresi panel logit dengan model random effect. Variabel terikat dalam penelitin ini merupakan data biner 1 (kinerja relatif baik bank) dan 0 untuk (kinerja relatif kurang baik bank). Pendefinisian suatu observasi memiliki kinerja relatif “baik” dan kinerja relatif “kurang baik” dilakukan dengan cara memperingkat masing-masing rasio dari 15 rasio keuangan yang dipublikasikan pada laporan keuangan triwulan berdasarkan Surat Edaran Bank Indonesia No 7/56/DBPS 2005. Jika suatu observasi memperoleh jumlah hasil predikat kinerja “relatif baik” berada pada range 1/3 tertinggi, maka hasil akhir yang diperoleh suatu observasi adalah 1 (relatif baik), selainnya 0 (relatif kurang baik). Hasil temuan menunjukkan bahwa pada analisis panel logit dengan kelompok sekawan, berdasarkan hasil estimasi variabel-variabel yang signifikan untuk membedakan dan memprediksi kinerja realatif bank adalah CAR, ROE dan GWM dengan arah hubungan yang positif, NPFN dengan arah hubungan yang negatif. Sementara variabel QR, Inflasi dan pertumbuhan PDB tidak signifikan dalam membedakan dan memprediksi kinerja relatif suatu bank. Pada analisis tanpa kelompok sekawan, variabel yang negatif signifikan adalah NPFN, sementara ROE dan QR signifikan dengan arah hubungan yang positif membedakan dan memprediksi dan kinerja relatif suatu bank. Namun demikian, penelitian ini hanya terbatas dengan jumlah sampel 11 Bank Umum Syariah dan periode pengamatan yang pendek secara kwartalan. Untuk penelitian selanjutnya disarankan agar menambah jumlah sampel dan rasiorasio keuangan lainnya untuk mengetahui variabel-variabel yang dapat membedakan dan memprediksi kinerja relatif suatu bank.

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ABSTRACT
The study was conducted to examine the effect of variable CAR, NPFN, ROE, NOM, QR, GWM and macroeconomic conditions to distinguish and predict the probability of the good relative performance of the Bank based on Peer Group analysis and without Peer Group Analysis. Sharia banks which became a sample research are The Commercial Syariah Bank’s with time period 2005 Quarter 4th to 2011 Quarter 3rd . The analysis technique used is logit panel random effect model. Dependent Variable in this study is binary data 1 (good relative performance bank) and 0 for (less performance of bank). Defining an observation which has a good relative performance and the relative less performance by ranking each ratio of 15 financial ratios which published quarterly financial report was based on Bank of Indonesia Announcement Letter No. 7/56/DBPS 2005. If the observation which was obtained the sum of good relative performance is on the range of 1/3 the highest, the final result of the observation is 1 (relatively good), other is 0 (less performance). The findings result that the logit panel analysis with Peer Group, based on result significantly variables to distinguish and predict the relatif performance of the Bank is CAR, ROE and GWM, with positively direction. NPFN by negative direction of relation. QR, inflation and GDP growth does not significantly differentiate and predict the relative performance of the banks. In analysis without Peer Group Analysis, the significant variable is NPFN, meanwhile ROE and QR are significant by positive relation so those variables able to distinguish and predict relative performance of bank However, the study was limited only with total 11 Sharia Banks and the short period of observation which was quarterly. For further research, it is suggested that researchers increase the sample amount and other financial ratios to determine variables to be able to distinguish and predict the relative performance of a bank., The study was conducted to examine the effect of variable CAR, NPFN, ROE, NOM, QR, GWM and macroeconomic conditions to distinguish and predict the probability of the good relative performance of the Bank based on Peer Group analysis and without Peer Group Analysis. Sharia banks which became a sample research are The Commercial Syariah Bank’s with time period 2005 Quarter 4th to 2011 Quarter 3rd . The analysis technique used is logit panel random effect model. Dependent Variable in this study is binary data 1 (good relative performance bank) and 0 for (less performance of bank). Defining an observation which has a good relative performance and the relative less performance by ranking each ratio of 15 financial ratios which published quarterly financial report was based on Bank of Indonesia Announcement Letter No. 7/56/DBPS 2005. If the observation which was obtained the sum of good relative performance is on the range of 1/3 the highest, the final result of the observation is 1 (relatively good), other is 0 (less performance). The findings result that the logit panel analysis with Peer Group, based on result significantly variables to distinguish and predict the relatif performance of the Bank is CAR, ROE and GWM, with positively direction. NPFN by negative direction of relation. QR, inflation and GDP growth does not significantly differentiate and predict the relative performance of the banks. In analysis without Peer Group Analysis, the significant variable is NPFN, meanwhile ROE and QR are significant by positive relation so those variables able to distinguish and predict relative performance of bank However, the study was limited only with total 11 Sharia Banks and the short period of observation which was quarterly. For further research, it is suggested that researchers increase the sample amount and other financial ratios to determine variables to be able to distinguish and predict the relative performance of a bank.]