Fair Lending proxy analysis is suggested (i.e. required) by our regulator for any major line of business where Demographic Information is not collected. It's very common in indirect auto lending, but the concept is applicable to any LOB. As you stated, how else are you supposed to monitor your fair lending.
Here are some resources for methedology. Using the Fed's methedology(second link), the analysis is very very easy to run in house if you know how to use vlookup and pivot tables in excel.
https://files.consumerfinance.gov/f/201409_cfpb_report_proxy-methodology.pdfhttps://consumercomplianceoutlook.org/outlook-live/2013/indirect-auto-lending/ Your examiner will do this anaylsis. It's probably a good idea to know what they are going to find regardless of whether they are requiring it. Our examiner has been very open about what their methedology is and what their expectations are. I suggest finding out from yours exactly what is expected.