Credit Suisse Investment Banking Pitch Book slide image

Credit Suisse Investment Banking Pitch Book

Illustrative building blocks of value ■ Management's projected 02'17E TBVPS of $14.83 compares to $11.52 per share of net proceeds from loan sales, tangible assets at the manager, and unrestricted cash (¹) ■ Over the past year, the public market has implied a negligible value for the asset manager / franchise value: any value received for asset management platform, control, or potential upside (e.g., value of tax assets) is incremental to current price $14.83 $10.83. Current market value Value on balance sheet Sale proceeds Illustrative potential asset manager valuation $11.37 Memo: ($ in millions) Total assets $4,129.8 52-week high Tangible book value as Unrestricted cash of Q2'17E Implied asset valuation NBV 100.0% $4.53 $634.8 $4.53 $193.8 100.0% $193.8 $9.23 $4.70 Net proceeds from sale of loans to fund $1,596.8 95.6% $201.3 $11.52 $2.29 Net proceeds from investment assets at manager $163.9 84.9% $98.1 Source: Company projections, SNL Financial. Note: All per share values calculated using 42.8mm basic shares & restricted stock units outstanding per Company projections. (1) Projected TBVPS calculated using 02 17E equity, excluding goodwill & intangible assets as of 12/31/2016, divided by 42.8mm basic shares outstanding per Company projections. Franchise value of AM / premium for control /potential upside Confidential / Draft 7 O Credit Suisse AG and/or its affiliates
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