Because birth month distribution is highly correlated with climate zone; see the heat-map in [1]. Climate zone, in turn, is highly correlated with race (and pro

Because birth month distribution is highly correlated with climate zone; see the heat-map in [1]. Climate zone, in turn, is highly correlated with race (and probably also immigration status in this case). Even if we set ethics aside, this is still a terrible idea because credit risk analysis is highly regulated in most cases. There is enormous regulatory risk to using birth month in a credit risk model. Particularly because hen a jury asks "what's an alternative causal model that could explain the bank's incorporate of this data point into their models?" their answer is going to be "absolutely none". [1] https://vividmaps.com/most-common-birth-months/ https://vividmaps.com/most-common-birth-months/