Back in the days of Old Man Potter, the bank solved this problem by being local and the banker actually was your friend, so he already knew your social graph.
This is part of the reason why credit scores took over the world in the first place: they're demonstrably blind to protected classifications. (They're also more accurate than Bill the Biased Banker and orders of magnitude cheaper to run and execute virtually instantly at 3 AM in the morning, but if their only feature was "As effective as traditional underwriting but immune to anti-redlining legislation" they'd still have taken over the world.)
Disparate Impact is just "God of the Gaps" for discrimination.
Banking is a business, and always has been.
(Yes the word "friend" is a bit hyperbolic in this case)