What does "The faults of the burglar are the qualities of the financier" mean?
Solution 1:
Shaw's observation appears in his preface to Major Barbara (1905). Here it is, in somewhat greater context:
Every reasonable man (and woman) is a potential scoundrel and a potential good citizen. What a man is depends on his character; but what he does, and what we think of what he does, depends on his circumstances. The characteristics that ruin a man in one class make him eminent in another. The characters that behave differently in different circumstances behave alike in in similar circumstances. ... The faults of the burglar are the qualities of the financier: the manners and habits of a duke would cost a city clerk his situation. In short, though character is independent of circumstances, conduct is not; and our moral judgments of character are not; both are circumstantial.
Various people have asserted that conduct condemned and punished when performed on a small scale is accepted and in some cases admired when performed on a large scale. Thus, for example, from Henry George, "Thou Shalt Not Steal" [address before the Anti-poverty Society] (May 8, 1887), reprinted in The Complete Works of Henry George, volume 8:
These things [examples of extreme poverty among the laboring class] are the result of legalized theft, the fruits of a denial of that commandment that says "Thou shalt not steal." (Applause.) How is this great commandment interpreted today, even by the men who pretend to teach the gospel? "Thou shalt not steal." Well, according to them, it means, "Thou shalt not get into the penitentiary." (Laughter.) Not much more than that with any of them. You may steal, provided you steal enough, and you do not get caught, and you may have a front seat in the churches. (Laughter and applause, and cries, "That is so!") Do not steal a few dollars—that may be dangerous, but if you steal millions and get away with it, you become one of our first citizens. (Applause.)
To similar effect, Eugene O'Neill, The Emperor Jones (1911) has this:
JONES—Ain't I de emperor? De laws don't go for him. (judicially) You heah what I tells you, Smithers. Dere's little stealin' like you does, and dere's big stealin' like I does. For de little stealin' dey gits you in jail soon or late. For de big stealin' dey makes you Emperor and puts you in de Hall o' Fame when you croaks. (reminiscently) If dey's one thing I learns in ten years on de Pullman ca's listenin' to de white quality talk, it's dat same fact. And when I gits a chance to use it I winds up Emperor in two years.
Likewise, but focusing on the victims of the bad conduct, Woody Guthrie, "The Ballad of Pretty Boy Floyd" (1939) has this passage:
Yes, as through this world I've wandered
I've seen lots of funny men;
Some will rob you with a six-gun,
And some with a fountain pen.
And as through your life you travel,
Yes, as through your life you roam,
You won't never see an outlaw
Drive a family from their home.
In another context—the value of life—we have this famous and unsettling observation supposedly from Josef Stalin, quoted posthumously in the New York Times Book Review, (September 28, 1958), and recorded in Fred Shapiro, The Yale Book of Quotations (2006):
A single death is a tragedy, a million deaths is a statistic.
Ralph Keyes, The Quote Verifier: Who Said What, Where, and When (2007) weighs the available evidence on the origin of this quote and concludes that the attribution to Stalin is groundless.
The notion that different standards—and different definitions of lawful conduct—apply to people of different economic classes finds expression in the proverb "one law for the rich and another for the poor," which Martin Manser, The Facts on File Dictionary of Proverbs says goes back to Captain Marryat, The King's Own (1830), although Marryat framed his observation as a negative:
There cannot be one law for the rich and another for the poor.
But of course there can be.
Solution 2:
GBS was a commentator on society, writing in the early twentieth century, when socialism was emerging and capitalism was under close scrutiny. His cynicism, to a large extent reflects the attitudes of the late nineteenth-century; a world that had taken on board the works of such as Darwin, Marx, Freud and others; and especially of Proudhon, who had opined that Property is theft.
The suggestion is that capitalism bears much in resemblance to crime, which has been a continuing critique at some level or other of finance capitalism, not least during the 2008 banking crisis.