I agree that there is a need to create an UN Intelligence Agency that deals with various problems around the world such as terrorism, nuclear issues and inspection and human trafficking. Every nation in the world that is part of the UN council will benefit from an intelligence agency, similar to what we have in the US, like the CIA.
The UN is largely a toothless organization at the moment. Even if it were to have an intelligence agency, it would not be able to act upon any of its own intelligence. Furthermore, the UN is woefully underfunded if it is to take any sort of authoritative governing role. So, before an intelligence agency should be considered, first the UN must possess much more authority and a much larger budget than it does currently.