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

Maria Di Noia () and Davide Moretti ()
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Maria Di Noia: Banca d’Italia
Davide Moretti: Banca d’Italia

No 554, Questioni di Economia e Finanza (Occasional Papers) from Bank of Italy, Economic Research and International Relations Area

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.

Keywords: AnaCredit; Central Credit Register; credit risk; non-performing loans; granular surveys; statistics (search for similar items in EconPapers)
JEL-codes: C81 G21 (search for similar items in EconPapers)
Date: 2020-04
New Economics Papers: this item is included in nep-cba and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:bdi:opques:qef_554_20

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