We have recently gone through a conversion. Our new deposit system has a field for race, sex, and married status.

Can we gather this information on the deposit side of the bank?

I would not. When my former employer converted systems, we had a place for sex. I was not pleased with this section and contacted our regulator. He thought it would be a violation to complete this - especially if lenders have the ability to view this information. There is no business reason to notate this information.