Global Private Banking



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Global Private Banking Prof. Ingo Walter Not for public use. Copyright 2002 Ingo Walter

Organization of the Asset Management Industry Securities Commercial paper Investment grade bonds Non-investment grade bonds Equities Private placements Venture capital Private equity Capital Market Mutual Funds Closed end Asset managers Openend Banking Deposits Loan participations Defined benefit pensions plans Defined contribution pension plans Fund consultants Financial advisers Private bankers Financial advisers Retail clients Private clients Foundations, endowments, financial reserves

Estimated Global Assets Under Management January 2001 Mutual funds $ 9.3 trillion Pension funds $ 12.2 trillion Insurance companies $ 8.2 trillion Onshore private $ 18.5 trillion Offshore private $ 8.5 trillion Global AUM $ 56.7 trillion Approx. global bank assets $ 46.1 trillion Global market capitalization $ 60.0 trillion Note: Pension fund and mutual fund date from UBS AG. Estimates of private client assets from Merrill Lynch/Gemini Consulting World Wealth Report 2001 based on individuals with more than $1 million in financial assets. Estimated total of $27 trillion, of which one-third is held outside the country of residence of the principal. Some double-counting, with an estimated $5 trillion in high net worth individuals assets held in other collective investment pools. Market capitalization includes equities and bonds.

Estimated Global HNW AUM, 1999-2002 Mass market 26% Wealthy 33% Mass market 22% Wealthy 38% Affluent 41% Affluent 40% $14.2 trillion 1999 $19.8 trillion 2002 est.

HNWI Wealth by Region, 1998 2005 ($trillion) a 0.7 39.7 0.5 0.5 0.9 2.7 4.4 21.6 0.5 0.6 1.1 25.6 3.1 5.4 0.6 0.9 27.0 1.3 1.3 4.9 8.7 7.2 1.3 2.1 4.8 7.3 10.5 Africa Eastern Bloc Middle East Latin America Asia 5.6 6.9 8.1 8.8 13 Europe North America 1998 1999 2000 2005E Source:Cap Gemini Ernst & Young Lorenz curve analysis; base data from multiple sources, including MSCI a. Adjusted for foreign HNWI ownership of securities

Growth in wealth held by high-net-worth individuals*, 1986-2001, $ terms (%) Asia 18.2 Europe 26.8 North America 32.7 Latin America 12.3 Middle East 4.8 Africa % of total 1.9 0 200 400 600 *People with investable assets of at least $1m Eastern block not separately listed Source: Merrill Lynch/Cap Gemini Ernst & Young: World Wealth Report 2001

Regional Distribution of Global Financial Wealth (Including Pension and Life Insurance Products) and Liquid Assets, 2001* North America Western Europe Asia Pacific Latin America 5.1% 6.4% 22.2% 23.3% 34.9% 31.3% 30.2% 29.7% Central and East Europe Middle East Africa 3.4% 4.2% 2.9% 3.6% 1.3% 1.6% Financial Wealth Liquid Assets *Total Financial Assets = 72 trillion, Liquid Financial Asset = 53 trillion Source: UBS AG

Regional Distribution of Core Affluent Financial Wealth and Liquid Assets (Exceeding 500,000), 2001 North America 46.3% 41.8% Western Europe Asia Pacific 22.5% 20.9% 18.0% 19.%3 Latin America 6.1% 8.4% Central and East Europe 2.9% 4.0% Middle East Africa 2.8% 3.8% 1.3% 1.8% Financial Wealth Liquid Assets *Core Affluent: 20 million households holding over 40 trillion in financial assets. Source: UBS AG

Average Household Nonretirement Financial Assets Among the Wealthiest 5 Percent of U.S. Households, 2001 Insurance and Other Financial Products Money Market Funds and Transaction and Savings Deposits Directly Held Stocks and Bonds Long-Term Mutual Funds Average Holding = $1.06 millions Source: Federal Reserve Board

Concentration in the European HNW Market, 2002 Other 18% Germany 26% Spain 7% Italy 12% France 15% UK 22% Source: Datamonitor European Savings and Investments 2000 ; UBS analysis

Challenges of the Private Banking Market Government Policies and Regulations Industry Attractiveness and Competitive Stress Private Banking New Technologies Changing Client Profile

Offshore vs. OnshoreHNWI Wealth Worldwide ($ trillion) 45 17 4/5 domestic offshore 2/3 1/3 1/5 1996E 2005E Source: McKinsey

Offshore Private Clients

Offshore Private Banking Estimated AUM (March 2001): $7.2 trillion Drivers: Tax avoidance/evasion Macro-risk and capital flight Micro-risk and legal claims on assets Personal and family confidentiality Business confidentiality Multi-residence or travel-related client profiles Insider dealing Official corruption Criminal activity (organized crime, trafficking in drugs and arms, or other illegal activities requiring money laundering) Tradeoffs: Disclosure risk Total returns Portfolio risk

Parallel Economies in Europe, 2001 Country Italy Untaxed Earnings ($ bil) 250 Share of GDP (%) 23 Germany 268 15 France 125 11 Spain 78 14 Data: European Commission, Interpol, Informal Economy Research Center

Illegal Financial Holdings Abroad by Residents Italy $320.0 billion Germany $250.8 billion France $104.9 billion Spain $105.2 billion Euro-zone $759.0 billion Source: National Central Banks, BIS, Informal Economy Research Center, Business Week

Competitive Drivers in Offshore Private Banking Statutory confidentiality History and tradition Regulatory forbearance Institutional discretion and competence Regulatory forbearance Political & economic stability Currency convertibility and stability Tax environment for non-residents Vulnerability to foreign pressure for disclosure Countries Institutions

Sources of Funds Placed in Swiss Fiduciary Accounts* (end 1999 in CHF bn) Amount % change from 1998 British West Indies 69.3 Italy Panama 3.4 25.9 UK Saudi Arabia 27.1 24.0 France 30.9 Germany UAE 11.7 11.5 Belgium Cayman Islands 43.1 34.2 0 5 10 15 20 25 30 *Placed with Swiss banks and transferred to non-swiss holdings to escape 35% withholding tax Swiss bank is owner of record of foreign accounts Source: Swiss National Bank

The Future of Offshore Private Banking What are the sources of future offshore private banking stagnation and decline? What is the probable pace of change? Tax coordination, cooperation and alignment Tighter notification and reporting requirements imposed on banks dealing with suspect or underregulated banks and countries (e.g. impact of FATF) International agreement to expand account investigation related to money laundering, including focus on accountants and lawyers Use of cordons sanitaires in the case of non-cooperating institutions and countries

Onshore Private Banking

Core Processes Supporting Activities Primary Activities Client Accessing Identifying clients Targeting clients Sales Mgt. Channel Mgt. Communications & Brand Mgt. Financial Advisory General Management Compliance & Regulatory Issues Risk Management Human Resources Business Infrastructure & Technology Wealth Structuring Asset Mgt. Tax Planning Risk Planning Retirement & Estate Planning Research & Analysis Customizing Products Product Mgt. Product Development & Sourcing Financial Engineering Contract Mgt. Transaction Processing Cleaning & Funds Transfer Document Handing Collateral Mgt. Brokerage Custody & Reporting Retention Management Quality control After sales service Data mining & Future needs analysing Reapproaching the client Profit Margin The value chain in private banking

Private Banking: Key Target Market Segments Traditional focus personal assets. Traditional high net worth individuals and families Comprehensive advice on portfolio structures, proper inheritance planning and long-term investment strategies. Possible interest in global investing and trading opportunities. Entrepreneurs / Mittlestand The driver of wealth creation in most countries. Integrated advice on matters of business finance and personal finance. Professionals and executives Self-employed professionals, partners in professional firms, financiers, and traders, highly-paid executives including those with stock options and share plans Usually have complex and tax-driven compensation and asset-holding patterns, including multi-country requirements

Key Target Market Segments, Cont d... Executives: New Focus employment-related income generation and wealth accumulation, viewed as an employment relationship asset. Entertainers and artists Sports professionals Intermediaries and external asset managers -- a substantial and growing acquisition channel for clients that cannot be attracted directly (private banks, IFAs, accounting and legal firms, etc.)

The Private Banking Value-Chain Approximate Fee Income Ranges Custody 20-25 bp Broker-dealer fees Trust Total value-added Cost-to-income ratios Revenue mix Analyst valuation 40-45 bp 25-40 bp 80-125 bp 45-60% Usually well diversified 15-25 x earnings 1 1 Depending on analyst perceptions of sustainability and quality of Earnings and growth potential

Annual Fees for Managing a Typical Newly Affluent Account* (%) 1.6 1.5 1.4 1.3 1.2 1.1 United States Britain Germany France *$500,000 account split between direct securities (33%), managed funds (47%) and Cash equivalents (20%) with ten trades per year. Source: The Boston Consulting Group

360 º Private Banking Services Client solicitation and retention: High levels of intimacy and trust as deterrent to opportunism and maximum share-capture of value-chain Asset allocation Discretionary asset management Passive asset management Active asset management Brokerage, including internet access options Real estate Art banking (authenticity, pricing, financing) IPOs Private equity M&A

360 º Private Banking Services, cont d... Structured products, hedge funds, and funds of funds Research Credit Personal services Tax efficiency Inter-generational transfers

Alternative Private Banking Approaches Clients segmented based on product requirements, with maximum delivery of in-house services Brings to bear multiple capabilities Facilitates accretion within private banking value-chain Sharpens application of specific expertise Helps leverage global capabilities Improves operating economics Clients regarded as a single continuous project using targeted teams that may emphasize products or services, whether in-house or external Facilitates client intimacy Maximizes objectivity Broadens the product range

Event Windows New Private Banking Opportunities Or Client-Erosion Vulnerability Affluent individuals or families: Major inheritance Asset-holding structures given family and life-style preferences Standard private banking value-chain Entrepreneurs: Flotation of sale of business Subsequent wealth management strategy Investment banking advice and IPO origination Tax, ownership, management and control issues Dealing with non-compete constraints

Event Windows, cont d... Executives: Compensation plan implementation or large-scale vesting ESOP life-cycle management Integration with other wealth Athletes, entertainers: Major career breakthrough Contract renewal with higher compensation Location shift Advice on contract structure, endorsements, sponsorships, etc Proper lifetime investment strategy given short career Royalty securitization

Event Windows, cont d... Implementation of Event-Window Approach: Identification of a compelling value-proposition for each client segment drawing on expertise of each private banking function. Assessment of local market potential of each client segment Definition of event-windows for each client segment Identification of generic private banking service-profile for each client segment, including life-cycle dimensions

Summary

Global Asset Management Trends Prime savers to prime dissavers, leading to moderating growth and more intense competition among asset managers Defined benefit to defined contribution pension arrangements will shift balance toward retail distribution Growing retail orientation increases relative importance of massdistribution and branding Increased sophistication of pension funds and retail clients increases emphasis on service as well as performance Industry fundamentals generate greater drive for scale & scope Global developments with common fundamentals encourage global rollouts Pan-European and Japan stories lead to breakdown of traditional distribution oligopolies and dynamics not unlike the U.S.

Capital-Market Effects of the Growth of Institutionally Managed Asset Pools Accelerated financial disintermediation and growth in the role of capital markets at the expense of banks Disproportionate impact on capital market liquidity in the presence of persistent new funds inflows and institutional noise traders. Reduced transaction costs, greater cross-border integration and improved financial market transparency benefiting both issuers and investors Accelerated financial innovation European markets previously too small, too fragmented and illiquid, too tightly regulated or too uncompetitive to make them attractive to end-users. Incremental demand for assets denominated in euros will lower average interest rates and the cost of capital to corporations even in the face of growing demand for financing in euros Greater performance orientation of asset managers and corporations accompanying a basic investor the shift from national to sectoral asset allocation