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THE MERGER OF UNION BANK OF SWITZERLAND AND SWISS BANK CORPORATION (A): THE PROP

ID: 2404369 • Letter: T

Question

THE MERGER OF UNION BANK OF SWITZERLAND AND SWISS BANK CORPORATION (A): THE PROPOSED MERGER Summary Term Sheet for the Merger Announcement date December 8, 1997 Consideration Form of payment Exchange ratio Stock ex-UBS Registered shares 1 UBS AG share for each registered share 5 UBS AG shares for each bearer share 1.0769 UBS AG shares for each SBC share 214.37 million shares Bearer shares SBC Number of UBS AG shares to be issued Effective ownership in UBS AG of ex-UBS shareholders SBC shareholders 60% 40% Price Combined market capitalization - Dec. 4, 1997 (CHF m)85,094 No. of UBS AG shares issued (m) Market value per UBS AG share (CHF) 214.37 396.95 Ratio to SBC shareholders Value to SBC shareholders (exchange ratio times UBS AG market value per share) (CHF) SBC share price on December 4, 1997 (merger was announced December 8, 1997) (CHF) Implied premium / discount 1 & 1/13 427.5 431 -0.82% Ratio to ex-UBS bearer shareholders Value to ex-UBS bearer shareholders (exchange ratio times 1,984.7 UBS AG market value per share) (CHF) ex-UBS bearer share price on December 4, 1997 (merge1,891.0 was announced December 8, 1997) (CHF) Implied premium discount 4.96% Ratio to UBS registered shareholders Value to UBS registered shareholders (exchange ratio times UBS AG market value per share) (CHF) 396.95

Explanation / Answer

1. Calculate NPV for Swiss Bank

1995

Assets = 286276

Liabilities and capital = 274169

other cash= 14107

capital = assets - liabilities

274169 = 286276 -12107

capital = 12107 + 14107 =26214

For year 1996

Assets = 359946

Liabilities and equity =346124

capital = 13822 +13822 = 27764

NPV= 26214/(1+ 0.12 ) 1 + 27764(1 + 0.12 )2

= 26214(1.12) + 27764(1.12*1.12)

= 29359.68 + 27764(1.25) = 29359.68 + 34705 = 64064.68

NPV for Union bank

capital +profit (1995)

22096+1854 =23950

(1996)

23137 +197 = 23334

NPV= 23950/(1+0.12)1 + 23334(1+0.12)2

=23950(1.12) + 23334(1.12*1.12)

= 26824 +23334(1.25) = 26824 +29167.5

=55991.5

NPV in case of merger

net profit after tax = 3182

Assets= 922284

risk weighted assets =415600

assets without risk = 922284 - 415600 =506684

share holders equity = 38412

3182 + 415600 + 38412 = 455394 - capital and laibilities

NPV = 455394 - 400000(under consideration) = 55394