The bank/lender/etc is the victim here. But somehow I have to take the fall. Well, next time they should ask me before lending money to "me".
> The bank/lender/etc is the victim here.
Actually you are the victim: you are a victim of the bank/lender/etc and they should be liable to compensate you with punitive damages for your any negative consequences to you.
If the bank or lender considers this unfair, let them try to recoup the cost of compensating you by suing the alleged fraudster who they claim "stole your identity" — but not before they compensate you first.