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Corporate Actions Priority Scoring Model

Interactive demo of a weighted linear scoring model used to prioritize corporate-actions work at SIX Group. The model separates complexity (how hard a SWIFT corporate-action message is to process) from criticality (how urgent or impactful it is), then combines both into a single priority band (Very Low → Very High).

Context: Built for the corporate-actions operations team at SIX Group ZH. Coefficients can reflect an expert-tuned model or weights learned from historical data. Feature values are normalized to ([0, 1]); sub-scores are mapped to a 1–9 scale before combination.

Overview

Complexity — sliders, feature weights, and live LaTeX breakdown:

Complexity tab with sliders and LaTeX formula

Criticality — position exposure, ISIN volume, due date, normalized score:

Criticality tab with score 7

Features

  • Complexity tab — event type, security type, message length, market/sender complexity, foreign-market flag
  • Criticality tab — position exposure, security criticality, ISIN market volume, due-date proximity
  • Combined tab — weighted blend of complexity and criticality with LaTeX formula breakdown
  • Transparent math — live LaTeX showing regression, min–max normalization, and rounding

Model (high level)

For each dimension, the raw score is a linear combination (\beta_0 + \sum \beta_i x_i) with (x_i \in [0,1]). It is normalized against the min/max achievable with those coefficients, scaled to 1–9, and rounded. The combined score is round(w_complexity * s_complexity + w_criticality * s_criticality) and mapped to priority labels in the UI.