Private breakfast briefing – London
Discover how high accuracy flood maps and models are reshaping climate risk analysis across financial institutions.
Join us for a private executive roundtable in London exploring how leading financial institutions are integrating advanced flood hazard data and catastrophe modeling into credit risk, capital planning, and portfolio management frameworks.
This strategic session will examine how institutions can move from abstract climate concerns to quantified financial exposure, using high-accuracy terrain data, physically based flood modeling, and probabilistic loss analytics.
In this private session, leading experts in climate and catastrophe modeling will guide you through:
- The Capital Question – How exposed are we?
The Data Question – Can we trust the underlying hazard assumptions?
The Volatility Question – What is our probabilistic loss profile?
The Forward-Looking Question – How does this change under climate policy divergence?
Whether you’re just beginning to explore flood maps and models or seeking to sharpen your physical climate risk strategy, this session will help you unlock more value from climate and physical risk data.
Attendance is by invitation only. To request a seat, please complete the form below.
Agenda
08:30
Arrival and networking
09:00
Presentation and workshop:
1. Why flooding matters to Financial Institutions
2. The problem with bad data, and what good looks like
3. Terrain, hazard, and risk – how can a bank fully understand its flooding exposure?
10:30
Break
10:45
Interactive roundtable:
How can banks and investors maximize the use of flood models?
11:30
Close
Want to learn more about quantifying flood risk?
