metadata
license: apache-2.0
language:
- en
DistilBERT-Reconciler (v1)
Fine-tuned DistilBERT on 3.2 M labelled post-trade break descriptions + resolution actions (ISO 20022 & proprietary logs).
| split | accuracy | micro-F1 | macro-F1 |
|---|---|---|---|
| hold-out (20 %) | 0.88 | 0.88 | 0.85 |
Intended use
Automated classification of reconciliation exceptions in fixed-income
settlement workflows (CUSIP/ISIN). Produces label_id then mapped to human
root-cause & recommended next action.
Not for retail investment advice.
Training details
- Base :
distilbert-base-uncased - Epochs : 4 • lr = 3e-5 • max_len = 256
- Hardware : 2× A100 40 GB
- Loss curve & confusion matrix : see
/training_artifacts/.
Limitations & bias
Labels derived from North-American corporate-bond desks (2019–2025). May under-perform on equities or non-USD repos without re-training.
Citation
Kelvin Musodza, Exception Handling & Reconciliation for Fixed-Income Trading, Coreledger (2025). DOI: 10.5281/zenodo.1234567