Fitch Affirms BTG Pactual Asset Management's National Asset Manager Rating at 'M1(bra)'

SAO PAULO & RIO DE JANEIRO & NEW YORK--()--Fitch Ratings today affirmed the National Asset Manager Rating of BTG Pactual Asset Management S.A. Distribuidora de Titulos e Valores Mobiliarios (BTG Pactual Asset) at 'M1(bra)'. The 'M1(bra)' category is assigned to asset managers that demonstrate very low vulnerability to operational and investment management failure.

KEY RATING DRIVERS

BTG Pactual Asset's National Asset Manager Rating reflects the benefits of being part of the Banco BTG Pactual group (foreign and local currency Issuer Default Ratings [IDRs] of 'BBB-', Outlook Stable), one of the largest merchant banks in Brazil. It also reflects the bank's a strong reputation in its business segments, with good profitability ratios. The rating also considers its well-defined and disciplined investment process and qualified and seasoned management, as well as its robust risk controls and compliance.

BTG Pactual Asset's rating encompasses its local operations and does not include its overseas asset management activities, wealth and private banking management areas and those related to real estate funds and third-party funds of funds. All these activities have their own processes and policies and are segregated from BTG Pactual Asset.

BTG Pactual Asset's 'M1(bra)' rating is based on the following score categories, which represent a scale from 1 to 5, 1 being the highest possible:

Organizational Structure and Teams: 1.75

Risk Management and Controls: 1.75

Portfolio Management: 1.50

Investment Administration: 2.00

Technology: 2.00

COMPANY AND STAFFING

BTG Pactual Asset has strong expertise and franchise in the Brazilian funds industry, with good profitability and revenue generation. It is one of the group's main business lines, historically responsible for about 50% of the group's high fee income. The asset manager has maintained vigorous growth in its assets under management (AUM up 34% in 2012; 24% not considering the acquisition of a real estate fund asset manager with AUM of BRL9 million in August 2012), surpassing the local industry (15%). This trend is expected to remain going forward as investors continue to seek more sophisticated funds in the face of declining local interest rates. This expansion is a consequence of the funds' good performance and the fact that BTG Pactual Asset is part of a complete merchant bank with strong company and investor relationships.

Pursuant to group strategy, the asset manager intends to increase its overseas business as one of the ways to grow and achieve international standing. The group has established brokerage houses in important international financial centers, as well as having recently acquired an important Chilean brokerage firm and another in Colombia. At fiscal year-end (FYE) 2012, foreign investors held 13% of AUM. This expansion will diversify its investor base and expand the volume under management, but will require platform integration of the different locations and greater attention to risk controls.

Fitch considers the client and product base to be concentrated (the 10 largest investors accounted for 38% of AUM at FYE 2012). BTG Pactual Asset's challenges also include the consolidation of its presence in equity funds and the group's process of becoming an international player. Nevertheless, the agency believes the investments made and the continued improvement in tools and systems underway can accommodate the expected growth.

RISK MANAGEMENT AND CONTROLS

Strong integration with the group and exploitation of synergies have translated into optimization of the team and costs in risk/compliance controls, internal auditing and support services, among others. This, however, has not added conflict of interest risks to the asset manager's operations. Risk and compliance controls are comprehensive, sophisticated and well-placed, assuring observance of internal norms and local rules. Fund limits have not shown significant non-compliance breaches (only a few, in terms of concentration in the investment policies).

PORTFOLIO MANAGEMENT

The investment process is one of BTG Pactual Asset's strong points. It is well-formalized and executed through committees by a highly qualified team, with strong macroeconomic and corporate fundamentalist analyses, robust risk controls and high emphasis on liquidity.

INVESTMENT ADMINISTRATION

Fiduciary management has good process automation, which is highly focused on scale gains and systems refinement, presenting an advanced degree of operational risk controls and formalization of its procedures.

TECHNOLOGY

The BTG Pactual group has a robust technology area. The contingency plans are well-prepared and formalized, with redundancy in all critical systems and simulations and exercises in regular business continuity. Notwithstanding its already good processes and systems, the group is revamping its entire technology structure with the assistance of a renowned consultant, seeking greater scale and a global presence, as well as integration of its functions and systems. This effort also aims to improve managerial reports and the potential for simulations. BTG Pactual Asset's internal front-office system will be further developed and a new back-office's system is being put in place, with conclusion expected in 2014.

COMPANY PROFILE

Founded in 1983 as a brokerage house, the BTG Pactual group began to manage investment funds in 1984. With a 5.5% share in the local market at FYE 2012, BTG Pactual Asset works exclusively in providing third-party asset management services. It was the fifth largest asset manager in Brazil (the largest without a retail network) and the sixth in terms of fiduciary administration, with BRL122 billion and BRL136 billion, respectively. It has been prominent in multimarket funds, which represented 50% of the total funds managed at FYE 2012.

RATING SENSITIVITY

BTG Pactual Asset's rating could be sensitive to adverse changes in the key classification drivers. An important deviation from the Fitch guidelines for any key driver could trigger a rating downgrade.

To obtain additional information on Fitch's asset manager rating methodologies, consult the criteria mentioned below, available on Fitch's websites, 'www.fitchratings.com' or 'www.fitchratings.com.br'.

Additional information is available at 'www.fitchratings.com'.

Related Criteria and Research:

-- 'Reviewing and Rating Asset Managers (Aug. 13, 2010);

-- 'National Scale Asset Manager Rating Criteria (July 2, 2010);

-- 'Banco BTG Pactual S.A. - Full Rating Report (April 10, 2013).

Applicable Criteria and Related Research

Reviewing and Rating Asset Managers

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=547947

Banco BTG Pactual S.A.

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=698597

National Scale Asset Manager Rating Criteria

http://www.fitchratings.com/creditdesk/reports/report_frame.cfm?rpt_id=536665

Additional Disclosure

Solicitation Status

http://www.fitchratings.com/gws/en/disclosure/solicitation?pr_id=788979

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Contacts

Fitch Ratings
Primary Analyst:
Pedro Gomes, +55-11-4504-2604
Director
Fitch Ratings Brasil Ltda.
Alameda Santos, 700 - 7 andar - Sao Paulo - SP - CEP: 01418-100
or
Secondary Analyst:
Gilberto Moriama, +55-11-4504-2606
Director
or
Committee Chairperson:
Davie R. Rodriguez, CFA, +1-212-908-0386
Senior Director
or
Media Relations:
Jaqueline Carvalho, Rio de Janeiro, +55 21 4503 2623
jaqueline.carvalho@fitchratings.com
Elizabeth Fogerty, New York, +1 212-908-0526
elizabeth.fogerty@fitchratings.com

Contacts

Fitch Ratings
Primary Analyst:
Pedro Gomes, +55-11-4504-2604
Director
Fitch Ratings Brasil Ltda.
Alameda Santos, 700 - 7 andar - Sao Paulo - SP - CEP: 01418-100
or
Secondary Analyst:
Gilberto Moriama, +55-11-4504-2606
Director
or
Committee Chairperson:
Davie R. Rodriguez, CFA, +1-212-908-0386
Senior Director
or
Media Relations:
Jaqueline Carvalho, Rio de Janeiro, +55 21 4503 2623
jaqueline.carvalho@fitchratings.com
Elizabeth Fogerty, New York, +1 212-908-0526
elizabeth.fogerty@fitchratings.com