Sure, the odds are that if you have ever taken out a loan of any kind (assuming you are in a country covered by the Big 3 Credit Reporting Agencies), your data has been scavenged in one or more breaches by now. So, most of us here have probably already done this, but if you haven't, freeze your credit reports. The primary reason why thieves want to steal your identity is so that they can take out loans on your behalf, and skip away with the cash, leaving you responsible for the loan payments, often without your knowledge. At that point, you are guilty until proven innocent, and it can literally take years to prove your innocence, assuming you are ever actually able to do so.
So again, if you haven't already, do the needful and freeze your credit reports. If a lender cannot pull your credit report, they are extremely unlikely to give you (or anyone posing as you) a loan, credit card, etc. And you can temporarily unfreeze your credit reports whenever you need to, and have them automatically re-freeze after a specified period of time.
This has been a public service announcement of the Vogon High Council.