Each of the Big Four banks is having difficulty cross-selling superannuation to their customers. This is the main message from a recent Roy Morgan Research report, which indicated the major banks are each capturing less than 20 per cent of their customers' superannuation balances.Of the four major banking groups, the NAB Group is the best performer in terms of percentage of customers' superannuation held, with 18.4 per cent. This is down from the 20.5 per cent held in 2010, although still well ahead of the CBA Group (13.2 per cent), Westpac Group (13.0 per cent) and ANZ Group (10.4 per cent).The stiffest competition comes from industry funds. This sector holds around 25 per cent of each banks' customers' superannuation wallet, while the largest individual competitor for the major banks is the AMP, which holds around 6 per cent of each bank's customers' superannuation balances.The Roy Morgan Research report also indicated that the banks' customers displayed limited loyalty to their main banks, with around ten per cent of each bank customers' superannuation balances held at one of the other Big Four banks. The remainder of the balances are spread across self-managed funds, other retail funds and public sector funds.With increasing super fund balances likely to attract more competitors and focus greater attention on fees, performance and disclosure, competition between banks and their specialist superannuation competitors is likely to remain an impediment to the banks improving cross-sell in this market."The Interim Report of the Financial System Inquiry observed that, for superannuation, 'operating costs and fees appear high by international standards' and if this remains an area of focus in the final report, competition is likely to intensify further," said Norman Morris, Roy Morgan's industry communications director."Although the major banks either own or have ties to a large proportion of financial planners, when it comes to superannuation it appears from our research that the clear majority of employees take out their superannuation through their employer rather than a planner."In addition, the retail funds run by the major banks' wealth management arms are facing further threats from self-managed funds, and is an area where accountants rather than planners play a major role, Morris pointed out.