Event
Climate & Nature Risk Practitioner’s Month
Cutting Edge Tools and Guidance for Finance Professionals
CFRF Series | October 30; November 6, 13, 20 | 4:00 PM GMT
Details
October 30, 2025
4:00 PM - 5:00 PM
Online
Link Emailed Upon Registration
Contact
Questions can be directed to GARP Events at events@garp.com.
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Overview
This four-week series of webcasts marks the release of a brand-new set of insights from the Climate Financial Risk Forum (CFRF), the world’s first forum bringing together practitioners and regulators to develop best practices for climate and nature-related risk management.
GARP is excited to once again hosting a series of webcasts to showcase the CFRF’s latest outputs, the result of a collaborative effort between banks, insurers, and asset managers, as well as consultancies and academics that have been convened by the Bank of England and the Financial Conduct Authority.
In these webcasts, our speakers will share pioneering tools and guidance – designed by and for finance professionals – to help tackle the escalating risks from climate change and nature loss.
Speakers

Loubna Benkirane

Catherine Bremner

Jheryl Cabey
Ajay Gambhir

Alex Kennedy

Jack McKeown

Dr. Maxine Nelson

Hui Ern Ng, SCR

Prof. Nicola Ranger

Saeed Sanei

Billy Suid, CFA
Sandy Trust

Claire Zhang
Moderators

Dr. Maxine Nelson

Jo Paisley
Agenda/Schedule
*Date and Time noted as
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As climate-related physical risks become increasingly material for financial institutions, data vendors are fulfilling an important need in the climate risk management ecosystem. However, vendors can differ widely in how they assess and project risks at the property level.
To help practitioners navigate this landscape, the GARP Risk Institute under the guidance of the CFRF undertook a comprehensive benchmarking exercise with 13 leading vendors, including Climate X, Fathom, First Street, ICE, JBA Risk Management, Jupiter Intelligence, Moody’s, MSCI, Planetrics (a McKinsey & Company solution), Riskthinking.AI, Twinn by Haskoning, S&P Global, and XDI.
This webcast will examine:
- How different vendors approach physical risk modelling, from their modelling approaches, and methodologies, to scenario and hazard selection;
- How the vendors deal with incomplete asset location data, and the resulting implications for physical risk assessments;
- How vendors differ in their assessments of physical risks affecting a common portfolio of 100 properties across the U.K., Europe, the U.S., and Asia.
Speakers
Dr. Maxine Nelson, SVP, GARP Risk Institute
Billy Suid, CFA, Head of Climate Risk, Barclays
Moderator
Jo Paisley, President, GARP Risk Institute
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Scenario analysis is a critical tool for assessing climate-related risks and opportunities, and two new resources from the CFRF provide fresh guidance for financial institutions in 2025.
The refreshed Online Scenario Analysis Narrative Tool – first launched in March 2023 – incorporates the latest NGFS Phase V scenarios, including coverage across 33 sectors, asset classes, and sovereigns, and signposts to four NGFS short-term scenarios, highlighting key variables, assumptions and limitations. Developed by the industry for the industry, the tool generates tailored reports to help firms better understand their potential exposure to climate change, and thus embed climate into governance, strategy, risk management, and reporting.
Alongside this, the new Climate Scenario Analysis Case Studies publication brings together nine quantitative examples from leading financial institutions, academics, and data providers. Covering diverse geographies, asset classes, and time horizons, these case studies highlight how quantitative scenario analysis can be used to drive decision making.
This webcast will explore:
- Key features of the updated Online Scenario Analysis Narrative Tool, including expanded coverage and tailored reporting outputs;
- How to use the updated Online Scenario Analysis Narrative Tool and associated reports, including an overview of the NGFS long-term 'Fragmented World' scenario, and practical application and insights through two illustrative examples (energy underwriting and UK sovereigns); and
- Practical insights from case studies demonstrating how banks, insurers, and asset managers are applying quantitative scenario analysis to estimate financial impacts.
Speakers
Loubna Benkirane, Head of Climate and Sustainability Risk, Aviva
Jack McKeown, Director, Strategy, Risk & Transactions Advisory, Deloitte
Hui Ern Ng, SCR, Senior Manager, Climate and Credit Risk Advisory, EY
Saeed Sanei, Product Manager, ICE Climate
Claire Zhang, US Lead, Climate Risk, Barclays
Moderator
Dr. Maxine Nelson, SVP, GARP Risk Institute
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As physical climate risks intensify, the financial sector faces growing pressure to move from high-level strategies to practical, operational responses. The 2025 report of the CFRF Adaptation Working Group provides a toolkit to help financial institutions integrate resilience into decision-making across asset classes, sectors, and geographies.
Building on the 2024 report Mobilising Adaptation Finance to Build Resilience, this year’s output focuses on data, modelling, and financial mechanisms that can mainstream adaptation into financial systems, from granular asset-level assessments to sovereign risk analysis.
This webcast will explore:
- Practical frameworks and tools, including updates to the Aim–Build–Contingency (ABC) framework, adaptation-inclusive transition plans, and methods to strengthen data, modelling, and scenario analysis;
- Financial mechanisms and incentives, from pricing, capital, and product design levers that reward resilience, to approaches for embedding adaptation value into credit modelling and investment decisions; and
- How adaptation can be incorporated at multiple system levels, from asset-level flood risk to sovereign creditworthiness and international finance access.
Speakers
Catherine Bremner, Chief Strategy Officer, Impax Asset Management
Alex Kennedy, Head of Sustainable Finance Solutions, Standard Chartered
Moderator
Jo Paisley, President, GARP Risk Institute
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Financial institutions are increasingly recognizing that climate and nature risks are inseparable, with biodiversity loss, ecosystem degradation, and feedback loops amplifying systemic risks across markets. Yet integrating nature into risk frameworks remains a challenge.
To address this, the CFRF has published a new report exploring the climate-nature nexus and its implications for financial stability and decision-making. Building on its first nature-related risk publication, the paper provides practical guidance for risk managers, portfolio managers, analysts, and climate leads.
This webcast will explore:
- Key principles for assessing systemic risks from nature degradation and how these can cascade through financial systems;
- Practical approaches to embedding nature into existing climate risk frameworks, including scenario analysis and strategic planning;
- Case studies and tools such as the TNFD LEAP framework to support implementation;
- Data challenges and a methodology for developing plausible, adverse nature-climate scenarios; and
- Opportunities for resilience and mitigation through nature-based solutions.
Speakers
Jheryl Cabey, Associate Director, Climate Riak & Strategy, KPMG
Ajay Gambhir, Director of Systemic Risk Assessment, Accelerator for Systemic Risk Assessment (ASRA)
Prof. Nicola Ranger, Executive Director, Earth Capital Nexus and Professor in Practice, Natural Capital, Risk and Finance at the London School of Economics
Sandy Trust, Head of Organisational Risk, M&G
Moderator
Dr. Maxine Nelson, SVP, GARP Risk Institute
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