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---
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license: apache-2.0
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---
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license: apache-2.0
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tags:
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- tabular-regression
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- finance
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- settlement-fails
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---
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# Fails-Forecasting v1 (XGBoost + LightGBM)
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Predicts next-day settlement-fail notional for US Treasuries & corporates.
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| metric | value |
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|--------|-------|
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| MAE | **4.2 bn** |
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| RMSE | 5.8 bn |
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## Files
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* `xgb_next_day_fails_model.joblib` – point prediction
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* `lgb_quantile90_next_day_fails.joblib` – 90-percentile upper-bound
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Trained on FINRA FTD + TRACE (2009-2025).
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**Usage**
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```python
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import joblib, pandas as pd
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model = joblib.load("xgb_next_day_fails_model.joblib")
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y_hat = model.predict(pd.DataFrame(...))
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