Movie with a thief in a suit

I remember this movie that I watched before 1999. In the movie it had a gentleman thief, he wore a grey or white suit with a mask. I do not recall what the thief was called. In the movie I remember him cutting a hole in the glass and being able to open the window that way. I cannot recall much else besides that the person who was the thief was a woman and she was stealing and doing the things as that thief because her grandfather was the original gentleman thief.

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