Why do PE firms hire banks for M&A transactions and not advise themselves?

Obviously with the recruiting pipeline and almost everyone having an IB background, they could likely do it themselves and save the money given they have the expertise.

Sellside processes seems understandable as they do not want to do the work of marketing and selling their portcos, but for buyside, I don't get why they spend millions paying banks to advise. I'm sure its helpful to have a third party / sanity check on assumptions, but they often spend a lot on M&A fees annually. 

Maybe there is legal implications or they need to banks to market and underwrite the debt for buyside, but open to hearing others' thoughts.

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The most common way a PE firm uses an IB is to run a sell side process. I know there are many other use cases but this is the most ubiquitous across LMM all the way to MF. After having led a couple of exits for my firm, I can’t even imagine trying to do that without an IB. In a lot of ways, the bankers’ skill sets overlaps with mine, but in other ways it doesn’t. I don’t know who is a good buyer these days for XYZ asset, who is for real, who was runner up in the last few auctions but is looking for a business like this, who is going to waste my time. I don’t know exactly what are the best ways to position my asset - I may have a vague idea based on what I like - but without being constantly in the flow of talking to other buyers (strategics and sponsors), which isn’t my job, I don’t have a good grasp on the buyer universe. This in itself is a huge reason alone to hire bankers.

Besides this, a sell side process is extremely time intensive for both the sponsor and especially the mgmt team. Have a solid group of bankers that can help with much of the heavy lifting is not only helpful but frankly critical to a successful outcome. Most PE firms are relatively lean. Also the negotiating aspect and managing buyers is really important during a process. A good banker will protect their client by having the necessary and often-difficult conversations with potential buyers. A really good banker will be a master of behavioural science and be able to read which guy has more bullets to spent on their bid, which could get there if we showcase ABC, which seems a bit skiddish at the moment, etc. 

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