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Credit risk statistical information of the Bank of Italy and the new AnaCredit data collection

Author

Listed:
  • Maria Di Noia

    (Banca d’Italia)

  • Davide Moretti

    (Banca d’Italia)

Abstract

This paper provides an overview of the statistical information on credit risk managed by the Bank of Italy. The Institute has a long tradition of systematic and detailed financial data collection. With specific reference to information on credit risk, the Bank of Italy has managed the Central Credit Register since the early 1960s and, more recently, introduced new data collections on credit risk primarily in response to specific supervisory needs. At international level, also due to the increasing demand for data subsequent to the global financial crisis of the last decade, the data and data collection systems of euro-area countries have become increasingly harmonized and granular. In this context, the introduction of the AnaCredit framework can be considered the main driver behind the spread of this ‘new paradigm’ of data collection, and may also prove to be a strong incentive for national and European Authorities to rationalize the reporting burden for reporting agents.

Suggested Citation

  • Maria Di Noia & Davide Moretti, 2020. "Credit risk statistical information of the Bank of Italy and the new AnaCredit data collection," Questioni di Economia e Finanza (Occasional Papers) 554, Bank of Italy, Economic Research and International Relations Area.
    • Handle: RePEc:bdi:opques:qef_554_20
    as

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    File URL: https://www.bancaditalia.it/pubblicazioni/qef/2020-0554/QEF_554_20.pdf
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    References listed on IDEAS

    as
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    4. Ignazio Visco, 2018. "Banche e finanza dopo la crisi: lezioni e sfide," Moneta e Credito, Economia civile, vol. 71(282), pages 95-118.
    5. World Bank, 2011. "General Principles for Credit Reporting," World Bank Publications - Reports 12792, The World Bank Group.
    6. Pagano, Marco & Jappelli, Tullio, 1993. "Information Sharing in Credit Markets," Journal of Finance, American Finance Association, vol. 48(5), pages 1693-1718, December.
    7. Jappelli, Tullio & Pagano, Marco, 2002. "Information sharing, lending and defaults: Cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 2017-2045, October.
    Full references (including those not matched with items on IDEAS)

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    Keywords

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    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access

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