This webinar is supported by Schneider Electric
Live from September 14th 2026:
Climate risk analysis has matured across financial services. Models are more sophisticated, disclosures more consistent, and regulatory expectations under UK SRS, CSRD and TPT clearer than ever.
Yet climate risk still isn’t materially changing how capital is allocated, portfolios are constructed, deals are underwritten, or credit and insurance risk is priced. Part of the reason is a depth illusion: analysis that answers first-order questions (hazard scores, portfolio heatmaps, disclosure alignment) but stops before the second-order consequences that actually drive re-rating, credit spreads, underwriting margins and value creation.
Closing that gap requires three things most climate risk exercises still lack: translating hazards into a quantified value-at-risk figure that speaks the language of investment committees, credit committees and underwriters; the ability to act at asset and site level rather than stopping at portfolio-level reporting; and analytics fast and scalable enough to run inside deal, lending and renewal timelines rather than annual reporting cycles.
Drawing our recent study The Repricing of Compute — which quantified $388 billion of climate value-at-risk across 8,572 data centers globally, and showed proactive adaptation cuts exposure by 30–39% with positive ROI in every scenario tested — this webinar explores where value is actually being created from climate risk work, how private equity, banks and insurers capture it differently, and what it takes to turn analysis into investment, lending and underwriting advantage.
Attendees will take away:
- Where climate risk is genuinely creating financial value in 2026 — and where it isn’t
- How to move from hazard screening to quantified climate value-at-risk that investment, credit and underwriting committees can act on — including evidence that targeted adaptation delivers positive ROI (in some geographies, up to $13 of avoided losses per $1 invested)
- How private equity, banks and insurers capture climate value through different levers: deal underwriting and value creation plans; sustainable finance products and transition plan assessment; pricing and portfolio steering
- Why most firms haven’t converted analysis into changed behaviour — and how AI-native assessment platforms and site-level implementation close the gap between insight and action
- What separates leaders from laggards over the next 24 months
