Hi everyone, I hope you can hear me. Thank you for joining the webinar today. My name is Nick Lamb and I am the managing director for Morgan McKinley here in Hong Kong. We're delighted to welcome Bart Basin's to present today's Success Series webinar, which will be on state-of-the-art credit risk analytics. Today, Bart will talk about credit risk analytics and more specifically about level data over one, the model, and level two ratings and calibration. Bart is a professor from Ke Levin in Belgium and a lecturer at the University of Southampton. He has done extensive research on analytics, customer relationship management, web analytics, fraud detection, and credit risk management. His findings have been published in well-known international journals and presented at many international conferences. He is also the author of books "Credit Risk Management Basic Concepts," published by Oxford University Press, and "Analytics in a Big Data World," published by Wiley. Before we start, I'd like to go over a few housekeeping tips. We will be recording this webinar, which will be available in the next few days on our websites. We will also send you the link by email. If you have any questions, they will be taken through the chat feature on your webinar control panel at the end of the presentation. Please also join the conversation on Twitter at Morgan McKinley using the hashtags #successseries and #careerAlly. We hope you enjoy the webinar today, and now I'm delighted to introduce Bart. Hello Bart, thanks Nick for the introduction. Welcome everybody. I would say good morning, good afternoon, hopefully not good night from wherever you're joining. My name is Bart Parsons, and today we're going to talk about the state-of-the-art in credit risk analytics. I'll maybe briefly start by introducing myself. Nick already did it, but let...