The application of artificial intelligence solutions in the banking sector will have various consequences in terms of: creation of new economies and professions; increase of worker productivity; creation of new modes of working; and requalification of old abilities and skills of employees. The public and private stakeholders in the banking sector (including the European Commission) increasingly express the need for transparency in the application of artificial intelligence. The danger is that of creating and using decisions that are not ethically justified or legitimate from a legal point of view. This poses three important challenges for managers: guaranteeing the security of their customers' data; guaranteeing transparency and fairness with regard to consumers; and continuing to promote innovation in the artificial intelligence sector.