Thank you. I will turn the call over to Chris Williams, Assistant Vice President, Investor Relations. Please go ahead, Chris. Good morning, and welcome to our third quarter 2024 financial results conference call. We'll begin this morning's presentation with opening remarks from Chris Fowler, President and Chief Executive Officer, followed by Matt Rudd, Chief Financial Officer, and Carolina Parra, Chief Risk Officer. Also present today are Steven Murphy, Group Head, Commercial, Personal, and Wealth, and Jeff Wright, Group Head, Client Solutions and Specialty Businesses. After prepared remarks, they will be available to take your questions. As noted on slide two, statements may be made on this call that are forward-looking in nature, which involve assumptions that have inherent risks and uncertainties. Actual results could differ materially from these statements. I would also remind listeners that the bank uses non-GAAP financial measures to arrive at adjusted results. Management measures performance on a reported and adjusted basis and considers both to be useful in assessing underlying business performance. I will now turn the call to Chris Fowler, who will begin his discussion on slide four. Thank you, Chris, and good morning, everyone. Our teams delivered 4% growth of pre-tax, pre-provision income in the third quarter through targeted loan growth and optimized funding that drove a significant improvement in net interest margin. Our strong operating performance was more than offset by a significant increase in the provision for credit losses on impaired loans. The increase primarily related to two loans where borrower-specific circumstances resulted in unusually large provisions for these specific exposures. Outside of these two exposures, the credit quality of our portfolios has evolved largely as anticipated. Coming into the quarter, we expected that the sustained impact of higher interest rates, coupled with the current economic environment, would result in elevated borrower default rates and impaired loan formations over the remainder of the year, and that remains consistent with our view looking forward into the fourth quarter. We remain confident in our secured lending model. Our historic approach has been to manage our portfolio with secured loans that allow us to proactively work with clients through difficult periods, and this has been an effective approach to minimize realized losses on the resolution of impaired loans. Subsequent to the quarter end, we encountered unusual circumstances as we worked to resolve two impaired loans that resulted in a significant reduction in the expected value of our security. We appropriately adjusted our provisions for credit losses to reflect this new information in our Q3 financial results, which was primarily the cause of the increase in the provision for credit losses from the prior quarter. Carolina's team have completed a deep dive of our unsatisfactory portfolio, and I've personally reviewed their assessment. Outside of the two loans noted, we continue to see structures that are consistent with their strong historical practices and provide good optionality to resolve the unsatisfactory loans. This gives me confidence that our credit losses will return towards our normal historic range in Q4. We've maintained our very disciplined approach to loan growth to optimize our risk-adjusted returns. As shown on slide 5, we delivered 5% general commercial loan growth on an annual basis, reflecting solid nationwide growth. This performance supports 11% average annual loan growth in the strategically targeted category over the last five years. General commercial clients continue to represent a significant opportunity for CWB to provide our full suite of lending and business banking services and increase our revenues through lower cost deposits, transactional service fees, and wealth management opportunities. Our highly disciplined lending approach has also resulted in selective originations in our combined commercial real estate portfolios again this quarter. Commercial mortgages declined 8% from last year, with new origination volume more than offset by scheduled repayments and loan payouts, as fewer relending opportunities met our risk-adjusted return expectations. Real estate project loans also decreased 4% from last year, as a lower than usual volume of new project starts from our top-tier borrowers was more than offset by payouts associated with project completions. Subsequently, we're seeing growing momentum in real estate project lending activity, and we delivered 3% growth over Q2. Credit performance in both portfolios remains strong and reflects our prudent risk appetite and underwriting standards that have supported our long history of strong credit performance. As we look forward, our teams remain focused on delivering differentiated client service and profitable growth. We expect continued sequential loan growth in the final quarter of the year within our disciplined risk appetite and risk-adjusted pricing framework. I'll now turn the call over to Matt, who will discuss our funding and provide greater detail on our third quarter financial performance. Thanks, Chris. Morning, everyone. I'm starting on slide seven. On an annual basis, franchise deposits remain relatively consistent. A 16% increase in term deposits was offset by a 7% decline in demand and notice deposits. Lower demand and notice deposits primarily reflected a reduction in existing customer account balances as clients have deployed excess savings over the past year. For clients that have retained excess savings, we noted a continued preference for term deposits in the current rate environment. ... Capital market deposits decreased 9%. Several senior deposit note maturities were replaced with broker-sourced term deposits. That was due to the lower relative cost of those deposits at that time. Broker term deposits remained relatively consistent with the prior year. On a sequential basis, franchise deposits increased 1%. That was primarily driven by a 3% increase in term deposits. Demand and notice deposits remained relatively consistent with the prior quarter. Capital market deposits increased 13%, while broker deposits remained relatively flat, as we optimized our use of funding channels to reduce our overall funding costs this quarter. We expect franchise deposit growth to remain approximately flat for the fourth quarter, and we'll continue to optimize our funding costs using our broad range of channels to support further expansion of our net interest margin. Our performance compared to the same quarter last year is shown on slide eight. We incurred additional costs this quarter that are directly associated with the potential National Bank transaction. These costs had a CAD 0.15 negative impact on diluted earnings per share but have been removed from our adjusted performance metrics. Adjusted earnings per share decreased CAD 0.28 from the prior year. That was driven entirely by a higher provision for credit losses. In the prior year, our provision for credit losses of 16 basis points was below our historic range of 18-23 basis points, and in the current quarter, as Chris discussed, our provision for credit losses was significantly outside of our normal historic range, driven primarily by the two credit losses. Outside of the increase in credit losses this quarter, our operating performance was solid. Growth in revenue contributed CAD 0.11 and outpaced the seven-cent earnings per share decline from the growth in adjusted non-interest expenses. Within our revenue, higher net interest income increased earnings per share by CAD 0.09, and that was primarily due to a twelve basis point increase in net interest margin. Higher non-interest income contributed CAD 0.02. Our higher non-interest expenses were primarily associated with the opening of our new Toronto Financial District and Kitchener banking centers, an increase in deposit insurance costs, and the investment in our digital capabilities. Our preferred share dividend distributions reduced earnings per share by one cent. Prior quarter EPS comparison is shown on slide nine. The decline in diluted EPS, again, included a fifteen-cent impact from costs directly associated with the potential National Bank transaction. Adjusted earnings per share decreased CAD 0.21 from the prior quarter, driven by the increased credit losses recognized this quarter that we've already discussed. Strong sequential growth in net interest income increased earnings per share by CAD 0.11, while lower non-interest income reduced EPS by CAD 0.01. EPS contribution from higher total revenue of CAD 0.10 outpaced the impact of higher adjusted non-interest expenses, which reduced EPS by CAD 0.05. Other items reduced EPS by CAD 0.02 and primarily reflected the usual increase in LRCN distributions between second and third quarter, and an increase in the effective tax rate, but that was primarily due to the impact of one-time adjustments that reduced our effective tax rate last quarter. As shown on slide 10, revenue was higher on a sequential basis. Higher revenue reflected a 6% increase in net interest income, partially offset by a 4% decrease in non-interest income. Lower non-interest income was driven by reductions in the fair value of select debt securities and lower foreign exchange income. That was partially offset by higher credit-related and wealth management fees. Net interest margin increased nine basis points from the prior quarter. NIM benefited from the six basis point impact of higher fixed-term asset yields, which continued to outpace the growth in fixed-term funding costs. An improved asset mix provided a five basis point benefit to NIM. That was reflective of loan growth that was targeted to optimize our risk-adjusted returns, and we had lower average liquidity this quarter. These benefits were partially offset by lower loan-related fees, which reduced net interest margin by two basis points. The fifty basis points of Bank of Canada policy rate decreases this quarter had a negligible impact to our NIM. We expect continued growth of net interest margin in the fourth quarter, driven by loan growth targeted to optimize risk-adjusted returns, while we maintain our focus on funding optimization. The drivers of our sequential CET1 improvement are shown on slide 11. Our CET1 ratio increased twelve basis points to approximately 10.2% this quarter. The resiliency of our regulatory capital was demonstrated this quarter. Our pre-provision earnings absorbed credit losses that were significantly outside of our historic range and generated sufficient capital to support the targeted growth of our assets. The main driver of the increase in our capital ratios this quarter was the increase in fair value of debt securities in our liquidity portfolio, which are recognized in other comprehensive income. Our board declared a common share dividend yesterday of CAD 0.35 per share, which is consistent with the dividend declared last quarter and up CAD 0.02 from the dividend declared last year. I'll now turn the call over to Carolina, who will speak to our credit performance. Thank you, Matt, and good morning, everyone. I will begin my remarks on slide 13. Total gross impaired loans represented 124 basis points of gross loans, which is 24 basis points higher than last quarter. The increase in gross impaired loans was driven by new formations of impaired loans of CAD 170 million this quarter, reflecting the impact of sustained higher interest rates, overall economic conditions, and for two individual exposures, borrower-specific circumstances that were related to economic conditions, unrelated to economic conditions. Including these two files, our portfolios continued to perform as expected in the current economic environment, as outlined last quarter. As As Chris discussed, we have completed a deep dive of our unsatisfactory portfolio, and we continue to see prudent loan to values and good optionality to resolve these exposures. This supports our confidence that our strong credit risk management framework will continue to be effective in minimizing realized losses on the resolutions of impaired loans. As shown on slide 14, the performing loan allowance increased 2% sequentially, primarily reflecting the larger loan balances and higher default rates, and partially offset by improvements in the forecasted macroeconomic conditions. The total provision for credit losses was 59 basis points. The current quarter impaired loan provision for credit losses represented 57 basis points, reflecting a 33 basis points increase from the prior quarter, which primarily reflected two specific exposures that we have previously discussed. Outside of these exposures, our credit performance this quarter was relatively consistent with the prior quarter and reflected increased borrower default rates and the emergence of lower than expected realization values, which increased the impaired loan provision for credit losses. Looking forward, the sustained impact of higher interest rates in the current economic environment is expected to continue to result in elevated borrower default rates and impaired loan formations over the remainder of the year. Despite the unusually large provisions for credit losses in the third quarter, our prudent lending approach supports our expectations that our provisions for credit losses will trend towards our normal historical range in the fourth quarter. I will now turn the call back to Chris Fowler for his closing remarks and outlook. Thank you, Carolina. Turning to slide 16. As we move into the final quarter of the year, our teams remain focused on delivering differentiated client service and profitable growth. Through their efforts, we anticipate continued targeted sequential loan growth in Q4 that optimizes risk-adjusted returns. Combined with continued funding optimization using our broad range of channels, we expect we expect continued expansion of our net interest margin in the fourth quarter of the year. Presuming no significant adverse shift in the macroeconomic environment, we expect adjusted earnings per common share in the range of CAD 0.86 to CAD 0.91 in the fourth quarter, and for our operating leverage to be approximately neutral on a quarterly basis. Turning to slide 16. During the quarter, we announced that CWB has entered into a definitive agreement to be acquired by National Bank. Over the last four decades, we've developed an attractive banking franchise with a reputation for exceptional service, with deep customer relationships across a number of priority industries and service lines. We're confident that the transaction with National Bank of Canada will create incredible value for our clients, teams, communities, and our shareholders. Together, we can offer Canadians more choice by combining CWB's legacy of servicing business owners and their families with National Bank's scale, complementary market expertise, and the technological capabilities necessary to accelerate our growth. I look forward to our special meeting of common shareholders that will take place next week on September third, where shareholders will finalize the vote on resolution related to this exciting transaction. With that, operator, let's open the lines for Q&A. Thank you. Ladies and gentlemen, we will now begin the question-and-answer session. Should you have a question, please press the star followed by the one on your touch tone phone. You will hear a three-tone prompt acknowledging your request. If you would like to withdraw your question, please press star followed by two. And if you are using a speakerphone, please lift the handset before pressing any keys. Your first question comes from Paul Holden at CIBC. Please go ahead. Hi, can you, can you hear me okay? Yes, it's great, Paul. Okay, sorry about that. So obviously got a lot gonna ask on the impaired PCLs. Can you give me an idea of the proportion of impaired that were specifically related to those two loans you referred to? Hi, Paul. Sure. So on the impaired perspective, a limited portion of the impaired were specific to these loans. Only about 20% of that was specific to these two loans that we're seeing here. The outsized impact, Paul, it wasn't necessarily the size of the exposures, it was the size of the provision for losses. It was about 30 basis points or so of our total impaired PCL related to these two exposures. Got it. Okay. That's helpful. Thanks, Matt. And then can you give us a better understanding of sort of the nature of the collateral behind those two loans or maybe what industry sectors those were related to, just to get a better sense of why the asset values maybe were lower than you originally expected? So, really, the change in the values and what occurred was really specific to the two borrowers. It was not related to the actual value, like the actual specific asset or the collateral. There were unusual operational matters that combined with a recovery process that took a turn that we were not expected, impacted the final recovery. So it was very specific circumstances to the borrowers. And, there's no really underlying trend or industry or geography specific in these two cases. It was really idiosyncratic to the two borrowers. Okay, understood. But then can you give us the two sectors that related to those two loans, though? These loans were in our general commercial book, and sort of, you know, these are the loans we secure with general security agreements, mortgages, personal guarantees. So, so it's the normal security package we take. And, as Carolina said, these were kind of idiosyncratic outcomes from the resolution of these loans that we hadn't encountered before. There was their very unusual circumstances, and they don't reflect how we anticipate the balance of the loan portfolio to be managed. Understood. I'll ask two more questions, unrelated. First, in terms of slowing loan growth, just wanna clarify that that's due to slower pace of originations and unrelated to sort of any kind of customer attrition. I'd say that's a fair assessment. You know, you can see that within the commercial mortgage portfolio, we're still being highly selective and that portfolio is reducing. But overall, I'd say again, kind of across business lines, across geographies, there was you know, probably a little bit slower pace of origination than we might have anticipated previously. But it's been pretty steady and also increasing a bit, and we see that kind of carrying through into Q4. So, you know, we do see kind of steady momentum there. Yeah, the portfolios we highlighted for growth last quarter, Paul, like, we would've signaled general commercial. I mean, that was up 2% sequentially. Equipment, we liked, and we're targeting, that was up 2%. And we had signaled the project lending increase in the opportunities there for those projects. It's finally getting started, and our borrowers are seeing conditions they like. That was up 3%. Where we saw a contraction, as Steven mentioned, it was commercial mortgages. We had hoped that would be more flatter, and we were down 2%. Personal mortgages, I think a consistent theme, but we were down 1%. And then we saw some payouts in our oil and gas portfolio, and, I mean, those are just very healthy borrowers deleveraging. So we were down in those. So the portfolios we wanted to grow, and I think we were pretty close to where we wanted to be, just, those other portfolios, to Steven's point, highly selective and, saving our bullets for the right risk-adjusted returns. Okay. Okay, that's helpful. I'm gonna sneak one more in there. Just in terms of expense growth, how should we think about the way you might be managing expenses or the requirement in ongoing investments over the next 12 months? Not asking for specific guidance, but just sort of I would assume the pace of investment slows, given everything you've done in the last several years and the pending transaction. But maybe just clarify if that's the right assumption, pace of expense growth slows over the next 12 months, or if you have something else in mind. Yeah, structurally, what we had set up following the reorganization we did at the end of last year was doing a broad shuffle in our investment profile and redirecting expenses from that kind of back end and that investment trajectory into supporting growth and service with our clients. And the intent there was to set up for structural, ongoing, positive operating leverage. And this year, we're obviously in good shape to do that, you know, expense growth sort of in that mid-single digit range as we had expected, with more revenue growth. And that's a theme we had structurally set up to continue, just really picking our spots on the investment, but a lot of those heavy lifts being done. And the investments being made to support the ongoing growth of the business was our priority, and that's how we had structured and targeted, and our view on that hasn't changed. Got it. Got it. Okay. Thanks for your time. Thank you. Next question comes from Meny Grauman at Scotiabank. Please go ahead. Hi, good morning. Just to follow up on the topic of the expected lower realization values, is this fraud related? No, it has nothing to do with fraud at all. Okay. Because I'm just, you know, in your answer to Paul, I'm just trying to figure out how to make sense of sort of the description that you're saying. You know, I appreciate you don't know what you don't know, but I guess what we're trying to get at is just what gives you the confidence that... You know, this surprised you, so what gives you the confidence that you can't be surprised again, that somehow the collateral values that you are counting on will be there going forward for other loans? Yeah, no, it's a fair question, Manny. I mean, our underwriting and resolution processes, you know, have been historically very strong and really limited losses in sort of history of our operations. The resolutions on these two credits just don't look like the rest of the book, and we don't see any evidence in that, you know, this would be the result of the other impaired loans and watch list loans we have in our book, and our lending model has not changed. So as we think about Q4 and forward, we do expect our losses to reduce and move towards our historic range, and we just think these are outliers, but those are a reason I should say they're extraordinary for what our experience is, and they don't reflect the rest of our book. That's clear. Thanks so much. Thank you. Thank you. The next question comes from Stephen Boland at Raymond James. Please go ahead. Hi. First question, just, there's a slight change in the language about the timing of the closing of your, you know, the acquisition. When it was announced, it was gonna be at the end of twenty twenty-five. Now, it's the language has changed to sometime in twenty twenty-five. I'm just wondering, what was the cause of that change? Was there any discussions with the regulators that prompted that language change? Pretty subtle tweak. I'm not sure it means anything too substantially different. It's still pretty early days on all these processes, and we continue to work through them and support them, so I think it's still a pretty broad range if you're thinking in twenty twenty-five, and the broadness of that range, I think, reflects the variability as you're working through some of these regulatory outcomes that, of course, we can't predict and are still pretty early days to offer really any additional insight, so I think that'll be to come as we work through the process. Okay. I'm just curious now how much interaction there is between the two banks in terms of the transition. Are you meeting regularly, or is there transition teams in place? Are they meeting regularly, you know, at this point, or is there a plan for that? That's where we're at. We're creating the plan for what comes next. We've obviously got some steps to occur. We've got, as I mentioned on the opening remarks, we've got the special meeting that's coming up on Tuesday here in Edmonton for shareholders. Then we have the regulatory reviews that are underway with the Competition Bureau, also the Department of Finance, and then ultimately up to the Minister of Finance. So there's lots of work for that to occur, and then as we move along, you know, we'll continue to, you know, drive how that integration strategy would work, and we'll look forward to providing an update when we're able. Okay. And maybe just a part B on that. I'm just, you know, just wanna be clear that as of right now, like, has National Bank to... I know you have a duty to your customers and obviously the shareholders, but does National Bank have any influence on your decision-making at this point in terms of new product launches, spending, anything to that, and just in terms of, you know, looking at how much influence there is right now, if any? Today we're two separate banks, and we certainly anticipate, you know, offering lots of value on closing, and we've got the transaction agreement we're following, but we are operating as two separate banks. Okay. Well, it seems pretty clear. Thanks. Thanks, guys. Thank you, ladies and gentlemen. As a reminder, should you have any questions, please press star one. Question comes from Nigel D'Souza at Veritas Investment Research. Please go ahead. Thank you. Good morning. I wanted to circle back on your provisions this quarter, and I think it's important given that the loss rate this quarter is, I believe, higher than loss rate you had any quarter during the financial crisis. And I'm trying to just understand, you know, the recovery rates that impacted those provisions. Could you tell us what your initial recovery rate assumption was, and then what it ended up being? And then, since this was a GSA, what was the, I guess, effective underlying collateral? Because I think you mentioned that it wasn't really the collateral value declining, it was an operational issue. Just the clarity there would be helpful. So on this specific, as we mentioned, the big impact, and we look at the basis points of the 57 of losses, 30 were reflective of these loans. And the big change, when we look at what you know happened throughout the recovery process and everything is, it just was a really decrease in the overall, not specific asset value, but just like the recovery from the company perspective. And so we are still... This is a live process. We're still working on that. And what we are now reflecting is our latest assessment with our most recent information of what that recovery will be, with a very prudent approach and very conservative approach to what we have right now as collateral. To clarify, the two files here, they're not to the same borrower. These are two distinct, separate borrowers that were impacted? Separate. Yeah, two separate borrowers, no relation at all. No relation for the underlying operation issue either? Like, just trying to understand if there's anything at all that's in common between these two files. No relation, not the same industry, no relation between the borrowers. They're very unique and specific, and there is no trend underlying any of them. Okay. So I'll just leave it at, you know, it'd be helpful if you could kind of expand if this is a cash flow-based financing deal or, you know, I guess we'll all try and understand why the recovery rate is lower without assets, collateral value declining. But I'll leave it there, and that's it for me. Thank you. It appears there are no further questions. I will turn the call back over to Chris Fowler for closing remarks. Thank you, Joanna. Thank you for joining us today. I look forward to talking to you all again on December sixth when we report our fourth quarter financial results. Have a great day. Ladies and gentlemen, this concludes your conference for today. We thank you for participating, and we ask that you please disconnect your lines.