Frank,
Maybe it's simply a lack of understanding of AI models and techniques, and therefore, how to use them to design conceptually new products / services and the improvements of existing ones.
Corey,
Your three problems are just technical. For the first one, I would extend a borrower's profile with his / her psychological profile, for example, based on the Big Five Personality Traits Model. It can be computed by using the textual updates in his / her FB and Twitter profiles… If interested, I would be glad to discuss your problems on Skype.