AGENT Provocateur, the purveyor of upmarket saucy lingerie, is opening a boutique in the heart of the City, just a brief distance from the Bank of England. But while a host of sexy celebrities, including Kate Moss, Claudia Schiffer, David Beckham (for his wife, of course) and Jerry Hall (she wore hers on stage while acting in The Graduate), are happy to be known as customers of the Soho or Knightsbridge branches, some of the City's more staid individuals may not be so keen to be spotted salivating over a baby-doll-and-thong set or returning to their desk with one of the store's distinctive pink bags.