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.




