[jauco]

Discrimination is just another word for “treating differently”. The discrimination that we generally disallow is the one where it relates to humans and where they are treated differently based on attributes they have no control over. That were either an accident of birth or faith (which is special cased as something you should not put pressure on).

When estinating a loan default, even of 99 people with a purple skin color default on a loan, the hundredth should not be expected to default on the loan just because of the skin color. Both because this is scientifically wrong (it’s not the skin color that causes them to default. There’s a confounding variable) and because it would put someone in a position that they can never get out of.

So the answer to your question is simple: you make a model where the attributes are causal factors for loan default. And you might need to special case attributes that are an accident of birth but that list is finite (listed in the law) and short and generally constructed to exclude strong causal variables.