README.md

---
license: apache-2.0
tags:
  - tabular-regression
  - finance
  - settlement-fails
---

# Fails-Forecasting v1 (XGBoost + LightGBM)

Predicts next-day settlement-fail notional for US Treasuries & corporates.

| metric | value |
|--------|-------|
| MAE    | **4.2 bn** |
| RMSE   | 5.8 bn |

## Files
* `xgb_next_day_fails_model.joblib` – point prediction  
* `lgb_quantile90_next_day_fails.joblib` – 90-percentile upper-bound

Trained on FINRA FTD + TRACE (2009-2025).

**Usage**

```python
import joblib, pandas as pd
model = joblib.load("xgb_next_day_fails_model.joblib")
y_hat = model.predict(pd.DataFrame(...))