where=at a place that, when=at the time that, 同样,当what作关系代词时= the thing that.
to what advice one of the world's most respected financiers had to give=to the thing (of advice) that one of the world's most respected financiers had to give. 这里因为what同时又做为一个修辞限定语修辞advice,所以也可以=to the advice that one of the world's most respected financiers had to give.
what advice=one of the world's most respected financiers had to give.
宾语.
就是这条建议