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Liquid Real Estate Awards

Liquid Real Estate Awards

2008 results released

January 2000

Poland - Funds that are flying


Poland has rebuilt its pension system from the ground up. Twenty-one funds had the chance to tap a massive new market but three have emerged as clear leaders. Those outside this group will find it almost impossible to make up ground, while the mainly foreign winners are showing remarkable prospective share ratings. Ian Dawson reports




   

It is hard not to marvel at the Poles as they build their financial architecture. Starting, in the main, with a blank sheet of paper, they develop solutions of mind-boggling complexity - combining international best practice with purely local methodologies. The launch of the Polish pension industry in 1999 continued this grand tradition - surpassing the establishment of capital markets in the early 1990s and the National Investment Fund programme of 1996.

A frenzy of activity was unleashed in March. Four hundred thousand pension advisers were licensed - more than 1% of the population became pensions salesmen - for periods of up to nine months. Twenty one pension funds, owned by 48 different corporate shareholders, were given six months to sign up an estimated six million Polish citizens aged below 30, and as many in the 30 to 50 age group (potentially a further seven million) as they could manage.

Only agricultural workers and members of the armed forces escaped this onslaught of financial advice. It is an emerging-market Klondike and, as with any gold rush, some big winners and losers are being thrown up. Whereas the leading investment banks have tended to benefit most in the past from arranging privatizations from emerging markets, this time it is the turn of foreign retail financial services giants to make hay. Andrzej Jacaszek, CEO of the Norwich Union Fund, captures the mood: "Poland is undergoing massive, historical changes. We're starting from scratch - it's a great adventure."

Poles, like their counterparts in Chile, Mexico and Hungary, have recognized the need to defuse the pensions time bomb sooner rather than later. Michael Harvey, head of the Polish office of Robert Fleming Securities, describes the old system as "decrepit - meeting neither the needs of those in retirement, those in employment nor the state". There is simply no way in which an unreformed system could have hoodwinked a financially astute populace much longer. A triple whammy of longer life expectancy, increased baby-boom retirement and enhanced material and lifestyle expectations had undermined the credibility of the old state pension system.

The new pensions legislation structures a solution around three "pillars". The first - targeted at the over 50s - continues with the existing, defined benefit, pay-as-you-go system. Pillar two, where all of the excitement has focused, provides for the mandatory participation of Poles under 30 in pensions schemes. Those over 30 but under 50 can either stay in the state social security system, known as ZUS, or go private. Once the decision is made, though, it is irrevocable.

Once an individual is committed to the private sector, pension cash is paid directly by ZUS into his or her personal pension account; contributions thereafter accumulate tax-free, being converted into an annuity at retirement age. The third pillar is voluntary, supplementing pillars one and two. It allows individuals (or more likely their employers) to make additional voluntary contributions. This final pillar has not yet been implemented in earnest but to Miroslaw Kowalski, CEO of the Zurich Solidarity Fund, "it will be very, very important. It could easily be as big again as the second pillar."

The period during which the under 30s can sign up was extended to nine months, coinciding with the time available to sign up those aged 30 to 50. Both will have ended on 31 December 1999. Industry estimates of total take-up have run as high as 14 million people although most in the market are focusing on 10 million to 11 million total subscribers.

Selling policies into this market was pretty close to shooting fish in a barrel. Foreign and Polish financial services firms licked their lips at the prospect. Over 20 pension fund groups set out to win this new market, with a top dozen soon emerging, ranging from the wholly domestic to the entirely foreign. There were also several joint ventures. Some have fared better than others, with two of the most successful three groups being dominated by foreign firms: Commercial Union and ING. Domestic banks, which might have expected to sell large numbers of pensions through branch networks, fared poorly. The great Polish pension sale of 1999 is an interesting test of the effectiveness of bancassurance in advanced emerging markets and will re-emphasise the worth of such networks to foreign acquirers hoping to use them to sell sophisticated retail financial products. And developed-market fund managers will take note of the potential market value they can attain through rapid acquisition of emerging-market pensions customers.

Stories abound of overzealous sales teams completing applications from infants, the homeless and even the deceased. There is certainly scepticism about the apparent success of the less well known syndicates in signing up applicants. With no official numbers yet available, exactly who has sold what and to whom is far from clear.

The most infamous case of pressured sales involved the Post Office, the major shareholder in the Pocztylion syndicate. Not unreasonably, management felt it had the best door-to-door distribution of any organization. It did not, however, have a focused, committed direct sales force and efforts to motivate the postmen - a leaked internal memo discussed evaluating job performance on the basis of policies sold - drew public criticism from the regulator.

It is worth stepping back to March 1999 to understand the atmosphere - described by Alastair Ryan, Polish analyst at Warburg Dillon Read, as "a mix of barely bridled optimism and complete uncertainty" - in which the starting gun set off this financial sprint. Ryan constructed a matrix of estimated market shares in March based on management interviews and an assessment of distribution networks and sales force capacities. At this stage, every competitor in the new Polish pension market was convinced of its own inevitable success. With total estimated market shares running to around 150% of the market there was clearly a high degree of confidence.

The reality has proved to be very different and a bitter-sweet experience for most involved. On the one hand the market is proving to be every bit as large as the most optimistic forecasters envisaged. On the other hand, it has proved to be much more elusive than most of these intrepid funds had ever thought possible. As James Mellersh, emerging Europe bank analyst at Morgan Stanley Dean Witter, puts it with only a hint of exaggeration: "Over 70% of this market looks like going to just three players. The rest have just, sort of, disappeared."

The biggest surprise - other than this tripartite dominance - has been the actions of the 30 to 50 age group. "We estimate as much as 80% of this non-compulsory group will opt out [of the state system]", says the Norwich Union Fund's Jacaszek. "There is no way the government was expecting this." This group has been particularly attracted by a slightly morbid, although logical, sales pitch: if they die before retirement age contributions can be transferred to beneficiaries - a facility that's not available in the ZUS system.

Artur Nieradku, a member of the management board at Bankowy Fund, believes: "ZUS has completely misjudged this level of take-up and will be shaken by this vote of no-confidence in the old [pay-as-you-go] system." Certainly ZUS will have a real problem on its hands since the state remains heavily reliant on ongoing contributions to finance existing pay-as-you-go schemes. "I expect there to be major problems," predicts Nieradku, "although solutions will be found." Harvey concurs. "It's going to be a big hole," he says, indicating that it may eventually "represent percentage points, not basis points, of GDP".

Jacaszek, who reckons the popularity of private pensions among this older age bracket is "yet another example of the Polish public's financial maturity", backs changes in excise duties on drinks and tobacco or possibly diversions of resources from the privatization programme as the most likely way to fill the funding hole. Kowalski, at Zurich, goes a step further, pointing to a virtuous circle of pension funds, with Z 1 billion ($237 million) to 2 billion a month to invest in a small stock market, driving the pace of privatization and thus transferring back to the government the money to fill the deficit.

"The pension funds will give an enormous boost to the Polish capital markets," says Fleming's Harvey. "The impact on equity prices will be very positive." Over the first two years the funds should add some 7% to 8% to current market volumes if they invest 10% of their contributions in equities. "That in itself is not terribly exciting." adds Harvey. "Where we see the real growth is five years out - dramatically increased funds under management moving, perhaps, to 30% equity exposure. With convergent bond yields driving equity flows and pan-European funds likely to be entering the market in real size for the first time, the scenario is extraordinarily bullish".

Krzysztof Rybinski, ING Bank's Polish pension specialist, is also positive on the prospective impact of the funds. He focuses on the long-term positive impact of the massively boosted pool of funds on market regulation, liquidity and attractiveness to international investors. Focusing on the near term, he considers the impact "straightforward" with the "recovery in economic activity and significant incremental demand from pension funds supporting equities, especially in 2000. We expect equity purchases by pension funds to represent around 6.4% of the Warsaw Stock Exchange free float next year. The impact on treasury market capitalization will be even greater - we estimate new flows at around 13.5% in 2000."

Piotr Chudzik, a senior relationship banker at Deutsche Bank in Warsaw, is also convinced that the creation of the pension funds is a defining moment for the Polish capital markets. "It will make a big difference and must have a major impact. It will boost demand for new issues. Polish retail investors have typically subscribed to the big privatizations and then sold quickly. Finally we will have domestic investors who have a buy and hold strategy." By implication, foreign investors will have to pay more for their allocations as the local funds settle down.

The market shares taken by CGU, National Nederlanden and PZU are outstanding and, with the exception of PZU, have substantially surpassed expectations. The process has also led to some red faces in Warsaw - quite how the banks, in particular, failed to sell more than they did has raised many questions.

Colin Thurston, a director of CGU's European division, comments: "Of course we are pleased with our performance. It is not every day that you get the opportunity to sign up an extra two million customers with these demographics". Marian Czakanski, CEO of the National Nederlanden Fund - another winner - is ebullient: "It's been like winning the lottery," he says.

So what differentiated the winners from the losers, the satisfied from the disappointed? CGU's Thurston identifies three key drivers as lying behind his fund's success, "preparation, preparation, preparation".

More prosaically, accurate pricing was critical. CGU developed an agenda-grabbing charging structure - mixing high up-front and low continuing charges - which still positioned the product at the low end of the government-controlled price range. CGU went early and hard with this mix and, according to Thurston, "completely focused on the once in a lifetime opportunity to sell this unique high-value product in size". NatNed positioned itself similarly.

Charges remain high by western European standards but are not expected to stay like that. "Price competition is inevitable - someone will break the line," says Bankowy Fund's Nieradku "It's happened everywhere else." Jacaszek at Norwich Union disagrees: "We've had the price war - it was started at the beginning. We already have absolutely low prices. The shape of the market is already determined".

A second crucial component was brand strength. CGU already has an estimated 40% share of individual life policies in Poland and an 18% overall share of the life market. NatNed, which, like CGU, has been seven years in Poland, had the same benefit. Czakanski at NatNed is amazed by those groups that chose to build a brand from scratch - Bankowy, Ego and Dom are examples. In his view: "How could they not be focused solely on selling? They have lost everything. Their advertising spending, their investment, their brand equity, their opportunity."

The third leg of a successful rollout was technology driven. Jonathan Hyde, operations director at CGU, identifies the robustness of his fund's proprietary systems and recent investment in verification software as crucial. At the critical juncture this ensured minimal flowback of applicants and maximum momentum to a commission-hungry salesforce. NatNed too made massive investment in processing technologies and Czakanski proudly notes: "I was told by our [Amsterdam] head office that in Poland we have the most automated business unit in the whole ING Group. We are a paperless operation."

Thrown into stark contrast is the performance of banks such as Bank Handlowy, BIG, PKO BP, Citibank and PBK. Bankowy's Nieradku pulls no punches: "Sure we're disappointed with our performance when compared with our expectations - we're about half the size we wanted to be - but all the banks which did not have life arms performed much worse than expected. So relative to the other banks we're pretty happy with our performance."

Nieradku squarely focuses on Bankowy's "lack of experience" in pensions but also feels that the only distribution system that worked was direct sales - wrong-footing his and other disappointed groups. "Quite simply, the Polish consumer wanted to be sold to at home, and never intended signing up at the branches" he adds. CGU's Thurston acknowledges: "We have a lot of experience with this product. We never felt this phase of the programme was about either brand-building or bancassurance-style distribution. In our view the direct sales model was always what was required".

Morgan Stanley's Mellersh, suggests that the real quality of the Polish bank networks will be eventually decided by their handling of more natural bancassurance-type products such as mortgages or mutual funds. Mellersh concedes, however, that "this poor pensions performance will, at its most benign, have raised a few eyebrows - if not provoked outright shock - among some of the major foreign shareholders in the sector".

Mellersh also believes that several global fund management groups will be attracted by CGU's success, putting ever-increasing pressure on local banks and their international shareholders. Bankowy's Nieradku says the pension fund experience proved that there are no universal distribution channels in Polish banking "Cosy assumptions based on this model need to be torn up," he says.

The banks were not the only ones disappointed. Zurich Solidarity Fund, for example, despite being in the top six providers, missed targets. Zurich's Kowalski, whose team may end up around 25% under target, comments: "Ours was not a bad performance. Our cost structure is under control but I am worried about price competition. It could hit our break-even negatively." But, like Nieradku, Kowalski can find some solace in his numbers: "It's probably the best result of those companies that entered this market in the last 12 months and we are pleased with that. But, with hindsight, should we have entered this market earlier? That's now a fair question."

Looking forward, the predominance of three major players has thrown up a number of issues for Polish pensions regulator UNFE. It has a simple view of competition - it wants lots. Having backed a multi-fund industry, but found itself with one that looks increasingly as if it will be an oligopoly, it is now worried by three issues - the prospects of modest absolute and relative fund performance, a perceived lack of choice for consumers and how to handle consolidation among funds if it occurs.

UNFE will be particularly concerned about the first of these. In a twist to the regulations, fund manager investment performance is assessed relative to peer group - with any fund that fails to achieve half the average performance in any one year (or which falls more than four percentage points below the average) forced to make up the difference from its own funds. With the calculation of the benchmark to be weighted by funds under management it seems likely that investment performance will be largely set, for better or worse, by the activities of the fund managers at only three of the groups.

The major players naturally view the situation with a degree of equanimity - a regulator can hit out painfully at the overbearing. Thurston, not unsurprisingly, comments: "We find it hard to imagine what moves can be made." The pensions are sold, the customers in place, new business likely to be tiny. It's a done deal. UNFE has little room for manoeuvre. In Nieradku's view: "There are only two ways for most funds to become commercially viable: acquisition or merger. UNFE will need to face this."

Kowalski is clear on how he sees progress: "Zurich is open for discussion" with other groups. Czakanski too wants to see a market solution - though NatNed will not be involved directly - pointing to the recent BIG/Eureko acquisition of 30% of PZU and the merger discussions of BRE and Handlowy as offering the basis for a way forward. One thing is certain: local investment bankers are already sharpening their pencils in anticipation.

There is no possibility of a natural recovery among those consortia that have failed to achieve critical mass. The market has been so comprehensively canvassed that there is no chance of unearthing meaningful new business. The short-term failure to acquire customers will be a long term and costly problem for most funds.

Platforms for administration, fund management and marketing are expensive and volume dependent to break-even. Harvey at Flemings believes: "With so few variable costs in the industry, there is little or no chance of the laggards operating without steady and mounting losses." Nieradku, with grim Polish humour, believes, that "without consolidation, there are only two ways forward: hope, which has sustained many a failing operation briefly, or magic".

In the City of London, analysts are gushing about the success of CGU. What is clear is how lucrative and remunerative the Polish business has become in a short time. "We think CGU's performance will become a casebook study in value creation by multinationals in an emerging market," says one analyst.

The long-term cashflows of pension and life products lend themselves to discounted cashflow-based valuations with substantial variations in assessed value generated by only very small changes in key assumptions - particularly the discount rate applied. City insurance analysts model three components: embedded value, similar to current net asset value; to which is added a valuation for inforce, that is the future value of business that is already written; to which is finally added the estimated value of new business - that is discounted profits on business yet to be written.

The insurance team at Robert Fleming, closely assisted by its Polish office, has staked out the high ground in the CGU debate, taking the UK market to task as early as August of this year for overlooking the value being created out of Warsaw. They suggest a valuation of £2 billion ($3.2 billion) for the pensions arm, with life worth a further £400 million. A cornerstone and highly sensitive component of the valuation is the discount rate. Fleming has adopted a stepped rate in their actuarially modelled, 50-year cashflow - 12.5% falling to 7.5% in 2007 - to reflect the likelihood of Poland joining the EU and EMU by that date.

The team is anxious to point out how conservative most of its assumptions are. There is no attempt to model the growth of funds under management - a key driver of future profits - if EU convergence does occur. No account is taken of the profit potential of cross-selling additional products to the new, vast client base. The cashflow, it is pointed out, could actually support an even lower discount rate with monthly payments compulsory, and actually collected by and effectively guaranteed by the state this is an unusual high quality and predictable cash stream.

Both Morgan Stanley's Mellersh and Warburg's Ryan blanch at a £2 billion plus valuation - interestingly, though, neither disagrees significantly on key modelling assumptions bar the discount rate. Mellersh is keen to draw attention to the conservative nature of his assumptions. Ryan points out his difficulty: extrapolating such a figure to the other Polish funds "suggests the industry is worth around $9 billion - 7% of GDP - created from $600 million of capital - 0.4% of GDP - in six months. I find that improbable".

Morgan Stanley, using a disposal value model, assesses the gross value of the Polish life and pensions businesses at £783 million; £431million for the former and £352 million for the latter. It adjusts this for CGU shareholders to reflect the capital gains tax, currently 28%, that would be payable under any disposal scenario. Warburg develops a goodwill value for the Polish operation of £670 million - £210 million representing the value of the pensions business and £460 million for life insurance.

Quite how rapidly the value creation in this emerging market is flowing back to the developed market parent company becomes clear on a closer reading of the Fleming note. In its view, the Polish businesses could be worth as much as 22% of their estimated CGU valuation - placing Poland, in terms of value, behind only the UK franchise and well up with the developed-market French and Dutch operations.

Warburg Dillon Read - despite placing a significantly lower valuation on the Polish businesses - still views them as the most valuable assets outside the core UK and US, Dutch and French businesses. No mean feat - when almost 35% of that value has been created since April 1999. Warburg, steeped in bathos, considers the value created - close to $1 billion on their numbers - "a reasonable amount for a business set up with $5million seven years ago".

CGU offers by far the purest play on the dramatic opportunity presented by Poland. As Mellersh points out, commenting on the other developed-market operators, "only ING has come close to CGU [for value creation] - but they are a much larger bank - and their Polish [pensions] operation is a good bit smaller at this point. I'm sure Norwich Union's management are happy to see the value accretion - but it really doesn't have the same impact" referring to the fact that Norwich Union's Polish business lacks life distribution at present and in pensions is only around a quarter the CGU size.

In Chile, the first emerging-market country firmly to grab the pension reform thistle, transactions generating broad-brush valuations of up to $2,000 per customer have been reported. Admittedly, an outlandish number when valuing CGU's business today. But with the likelihood that Poland - well within the working lives of most subscribers - will become a full member of the EU, it is a top-end possibility that only the foolhardy would completely ignore. A world gone crazy? Pension funds in an emerging market generating internet-style valuations? It is happening now and it is happening in Poland.

Estimated pension funds cumulative equities' holdings (year-end)



Source: ING Barings

Estimated pension funds cumulative treasuries' holding (year end)



Source: ING Barings

Note: These estimates do not take into account pension funds short-term investment bias

Forecast Market Shares – Top Twelve Polish Pension Providers – April 1999
Fund Ownership Forecast Share (%)
Commercial Union CGU (80%), BPH (10%), WBK (10%) 7.5
PZU PZU (100%) 25
National Nederlanden ING (80%), Bank Slaski (20%) 7.5
AIG Alico (50%), Amplico (50%) 8
Norwich Union Norwich Union (100%) 7
Zurich Solidarni Zurich (97%), Solidarity (3%) 10
Skarbiec BRE (75%), Hestia (25%) 8
Bankowy PKO BP (50%), Bank Handlowy (50%) 10
Winterthur Winterthur (70%), EBRD (30%) 7.5
Orzel PBK (60%), Aetna (40%) 9
Ego BIG (55%), Eureko (45%) 7.5
Dom Warta (50%), Citibank (50%) 7.5
Total Top 12   114.5
Other Nine Funds   34
Total   148.5
Souce: Warburg Dillon Read estimates


Estimated Market Shares – Top Twelve Polish
Pension Providers – November 1999
  Estimated Number Estimated
Fund (m) Share (%)
Commercial Union 1.9 21
PZU 1.7 19
National Nederlanden 1.38 15
AIG 0.69 7
Norwich Union 0.51 6
Zurich Solidarni 0.39 4
Skarbiec 0.36 4
Bankowy 0.32 3
Winterthur 0.27 3
Orzel 0.27 3
Ego 0.23 3
Dom 0.22 2
Total Top 12 8.24 90
Other Nine Funds 0.93 10
Total 9.17 100
Source: Local market estimates








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