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The encyclopedia · Finance & Accounting · Financial decision · 1999–2001

Merrill Lynch modeled client behavior to price its answer to online brokers

Merrill's models showed $200M–$1B revenue at risk from online brokers; Integrated Choice added $22B net new assets and won the 2001 Edelman Award.

Merrill Lynch

the move

In late 1998 Merrill Lynch and other full-service brokers were under assault: electronic trading and commoditized commissions threatened the advice-and-guidance model. Merrill could either defend its old pricing or offer investors real choices.

A cross-functional team built two models to evaluate alternative product structures and prices, simulating how individual clients would behave under each. The models showed revenue at risk ranging from $200 million to $1 billion, which quantified what a wrong move would cost and what the new offering needed to capture.

Merrill launched Integrated Choice, the resulting tiered offering. By year-end 2000 the new offer held $83 billion in client assets, brought in $22 billion in net new assets, and added $80 million in incremental fee and margin revenue — and INFORMS gave the analysis the 2001 Franz Edelman Award.

why it works

  • Modeling client response priced the escape route before Merrill committed to it.
  • The $200M–$1B risk figure made the strategic case at the top of the firm.
  • Tiered pricing let clients choose online convenience or advice — and kept both in the firm.
the payoffModel client behavior and price choice tiers firstinspired

what transfers

When a business model is threatened, model the customers' choices and price the way out before you launch — a quantified risk range turns a defensive scramble into a deliberate strategy.

what came after

Integrated Choice became Merrill's standard offering: by year-end 2000 it held $83 billion in client assets and produced $22 billion in net new assets and $80 million in incremental revenue. The 2001 Edelman Award cited it for changing the financial services landscape and seizing the marketplace initiative.

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