Pre-conference Day: Summits & WorkshopsMonday, 16 November 2026 - GMT (Greenwich Mean Time, GMTZ)

Navigate heightened climate vulnerability in developing economies, data scarcity challenges, sovereign risk implications, and portfolio strategy for climate-exposed regions

How financial institutions can move beyond risk quantification to identify adaptation-driven value creation opportunities. The session explores advanced methodologies to assess physical climate risks, evaluate adaptation investments, and integrate resilience metrics into decision-making frameworks, enabling win-win outcomes for institutions, clients, and society.

What this summer’s extreme weather tells us about assessing and responding to systemic risk

• The market for physical risk data has exploded over recent years, but how do financial institutions distinguish between good and poor quality data?

• Is there an inherent conflict of interest between good risk assessment and the profit motive facing vendors?

• How could we establish standards that would help improve transparency, allowing financial intuitions to distinguish valid, but different, modelling choices from choices that are simply wrong?

From wildfires and floods to water scarcity and supply chain disruption, extreme events are increasingly translating into measurable financial impacts across credit, market, operational and strategic risks. As boards, regulators and investors demand greater evidence of resilience, CROs and Risk Heads are expected to swiftly act. This session, consisting of a short presentation and a panel discussion, will explore how financial institutions can best embed climate and nature-related risks into risk appetite frameworks, credit risk scorecards and wider risk oversight. The discussion will cover practical approaches to integrate sustainability risks into core risk management decisions, including identifying material risk drivers, assessing financial impacts and taking sound executive decisions.