Climate change presents systemic risks to global financial stability and insurance solvency. As extreme weather intensifies, the industry faces unprecedented volatility and the potential underestimation of physical liabilities. Addressing these challenges requires a shift from linear projections to sophisticated climate risk modeling that accounts for compounding perils, cascading supply chain impacts, and non-linear tipping points.

This multidisciplinary session bridges the gap between theoretical climate science and actionable financial insights. We explore three core pillars: Physical Climate Risks (advancements in hazard modeling), Risk Management (navigating uncertainty), and Impact Quantification (methodologies for assessing financial damages).

We invite submissions on innovative catastrophe (cat) modeling, damage functions, and climate emulators. Emphasis is placed on translating complex data into decision-useful metrics for sector-specific applications, including real estate, energy, and global supply chains, to foster a more resilient financial landscape.