The flood dilemma: How financial institutions are approaching flood risk in 2026

For years, financial institutions have treated flood risk as a data experiment or a high-level ESG indicator. In 2026, the grace period is over. With new Bank of England regulations and global shifts in physical risk supervision, the focus has moved from “building capability” to “active expectation.” Regulators want to know if you have high quality data and how you are using it to drive capital and risk decisions. Join our expert panel for a candid, no-slides discussion on the reality of managing flood risk in today’s regulatory climate. We’ll move beyond the disclosures to explore how global banks and asset managers are operationalizing data, navigating model risk management, and addressing the inherent tensions between scientific uncertainty and business necessity.

What we will cover:

The regulatory shift: How expectations have evolved from high-level ESG metrics to granular, evidence-based risk understanding.

Operational reality: The “hard parts” of implementation—from asset location data to integrating physical risk into legacy systems.

Model risk and vendor assessment: How global banks challenge and approve external climate models under changing MRM standards.

The science of “good”: Why hiding uncertainty in flood modeling is a dangerous path and how model resolution materially changes financial outcomes.

Tensions and trade-offs: Balancing global consistency with regional relevance and sophistication with accessibility.