Climate risk disclosure has shifted from a differentiator to the baseline, and the expectations keep moving. Institutional investors must now disclose and manage climate-related risks across multiple warming scenarios.
The challenge is how:
- What do top-down models actually offer, and when are they the right tool for stress testing and climate reporting?
- Where do bottom-up, asset-level approaches add precision that macro models can’t reach?
- How are companies disclosing risk exposure and what separates genuine adaptation from noise?
Join us to explore how financial institutions are operationalising climate risk through scenario analysis, forward-looking metrics, and AI-driven workflows.
Through real case studies, we’ll examine how to choose the right approach for your use case, validate the data you rely on, and integrate climate risk analysis into investment decisions in a way that’s coherent, scalable, and auditable.




