2025 Sustainable Finance Summit

Keynote Chat: Join Kevin Stiroh for an insightful discussion on geopolitical risks and their implications for global banking and financial institutions. With over 30 years of experience in financial analysis, supervision, and risk management, Kevin brings a unique perspective on how shifting political, economic, and regulatory dynamics shape the stability and strategy of financial systems worldwide.

Kevin served as a senior advisor at the Federal Reserve Board, where he led the Fed’s work on the risks of climate change to individual financial institutions. He also served as executive vice president and head of the Supervision Group at the Federal Reserve Bank of New York. Kevin is presently a senior fellow at Resources for the Future (RFF).

In an era of shifting alliances and regulatory flux, financial actors face a landscape shaped by geopolitical instability, sanctions regimes, the rise of regional energy blocs, and the mounting risks of climate change. This opening session sets the stage for the summit, charting the forces reshaping capital flows, market access, and cross-border cooperation—and exploring how leaders can navigate volatility without losing sight of long-term sustainability.

Effectively managing cross-border sustainability risk has become the ultimate test for financial institutions operating in an increasingly fragmented geopolitical landscape. While climate goals remain global, the regulations governing them are becoming localized, creating a complex web of sanctions and energy blocs that leaders must navigate. This session moves beyond high-level theory to explain why managing cross-border sustainability risk requires a radical rethink of traditional supply chain and investment models. The panelists argue that in an era of political volatility, the ability to anticipate how regional climate-related security risks impact global capital flows is a distinct competitive advantage for any modern treasurer or chief risk officer.

The discussion delves into the technicalities of managing cross-border sustainability risk when faced with diverging carbon pricing regimes and trade restrictions. As energy blocs emerge and supply chains face constant disruption, financial institutions must develop more sophisticated stress-testing scenarios that account for both environmental and geopolitical shocks. Successfully managing cross-border sustainability risk involves a deep understanding of how local transition policies in one jurisdiction can create stranded assets or regulatory liabilities in another. By integrating multi-layered data sets that include geopolitical intelligence and climate modeling, firms can better protect their international portfolios. Ultimately, managing cross-border sustainability risk is about building operational resilience that can withstand the friction of a world where sustainability without borders is no longer a given.

• Strategic adaptation to diverging regulatory regimes and the impact of climate-related sanctions on global trade.
• Methods for stress-testing international portfolios against regional energy shocks and supply chain fragility.
• Best practices for aligning multi-jurisdictional reporting standards in a fractured political environment.

Watch the full panel discussion to gain critical insights into safeguarding your global operations against the rising tides of geopolitical and climate volatility.

This session will discus how climate-related factors are increasingly impacting financial reporting and performance metrics. Attendees will learn about the implications of climate risks on assets, liabilities, overall financial health/resiliency. Through expert insights, attendees will gain a deeper understanding of how to effectively assess and communicate the financial impact of climate change, ensuring their organizations are prepared for a sustainable future.

Deciding between profit and purpose is a false choice when investing in climate resilience solutions can actually de-risk a portfolio while driving superior market returns. This session moves past the theory of environmental protection to look at the hard data behind physical risk mitigation and how it translates into asset protection. By prioritizing the deployment of capital into proven infrastructure and adaptive technologies, institutional players are discovering that investing in climate resilience solutions creates a protective moat around their long-term holdings. The panelists discuss how the shift from disaster response to proactive adaptation is creating a massive new asset class for those willing to lead.

The technical depth of this discussion covers the specific metrics used to evaluate the bankability of adaptation projects across different geographic regions. When organizations commit to investing in climate resilience solutions, they must navigate complex valuation models that account for avoided losses and enhanced community stability. Industry experts on the panel highlight that investing in climate resilience solutions requires a sophisticated understanding of blended finance and public-private partnerships. By examining scalable models and real-world case studies, the session provides a roadmap for identifying high-impact opportunities that offer measurable social and economic benefits. Ultimately, investing in climate resilience solutions is about ensuring that financial systems remain robust in the face of increasing environmental volatility.

• Identification of scalable financial models that bridge the gap between public infrastructure and private capital.
• Analysis of risk-adjusted returns for assets located in high-vulnerability climate zones.
• Strategies for measuring the co-benefits of resilience, including job creation and regional economic stability.

Watch the full panel session to discover how to align your investment strategy with the growing global demand for climate-adaptive infrastructure.

Many financial institutions are now leveraging AI for sustainable finance to solve the persistent problem of fragmented and unreliable ESG data. This workshop moves beyond the hype of generative models to examine how machine learning can provide the granular transparency required for accurate climate risk assessment. By leveraging AI for sustainable finance, analysts can now process vast quantities of unstructured data, such as satellite imagery and supply chain reports, to uncover hidden environmental liabilities. The session highlights that the true power of leveraging AI for sustainable finance lies in its ability to detect greenwashing by cross-referencing corporate claims against real-time physical observations and historical data patterns.

The technical discussion dives deep into the governance frameworks necessary to ensure that these digital tools remain ethical and unbiased. When organizations begin leveraging AI for sustainable finance, they must establish rigorous data lineage and model interpretability standards to satisfy evolving regulatory requirements. The panel explores how automated sentiment analysis and predictive modeling are accelerating the transition to a low-carbon economy by identifying high-impact investment opportunities faster than traditional methods. Leveraging AI for sustainable finance also enables more precise carbon footprinting, allowing portfolio managers to align their strategies with global climate targets with unprecedented accuracy. This deep dive provides a practical roadmap for integrating artificial intelligence into the core of sustainable investment operations.

• The role of natural language processing in analyzing corporate disclosures and identifying material ESG risks.
• Best practices for AI governance to ensure transparency and accountability in automated financial decisioning.
• Methods for using alternative data sets to validate environmental impact and improve investment outcomes.

Watch the full workshop today to learn how your organization can master the digital tools reshaping the future of green investment.

Workshop Two: As climate risk regulation evolves, mid-size financial institutions must look beyond compliance to build lasting capacity for climate resilience. This workshop offers practical guidance on integrating climate risk into governance, strategy, and risk management frameworks. Participants will explore emerging expectations under OSFI’s B-15, including geospatial analysis and climate data for physical risk, and gain insights into tools, case studies, and peer practices. The session will help institutions align climate risk management with broader business objectives and prepare for future regulatory developments.

Workshop Three: Take an emotional trip through time with us to 2055 – science-based, led by experts and visualized by AI. We invite you to experience four radically different scenarios for the year 2055. First launched at COP28, EY Four Futures allows you to visually experience the consequences of decisions made today on climate change and global warming, business and society, resources and geopolitics in three decades from now. This unique experience turns the effects of current decisions on future generations and how they live their lives into tangible, emotional experiences – rather than data points on a screen.

Sessions hold a max of 20 people. It is first come first serve! Sessions will be: 12:10 – 12:50 | 12:50 – 1:30 | 1:30 – 2:10

Navigating the Canada sustainability reporting standards landscape requires a clear understanding of how domestic mandates align with global ISSB benchmarks. In this session, Wendy Berman, Chair of the CSSB, sits down with Gary Schwartz to dispel common misconceptions that currently plague the industry. The conversation centers on the fact that the Canada sustainability reporting standards landscape is shifting from voluntary disclosures to a more rigorous, regulated environment where data integrity is paramount. Leaders must recognize that staying competitive on a global scale is directly tied to how accurately they can report on their climate-related risks and transition plans.

As organizations grapple with the complexities of the Canada sustainability reporting standards landscape, the role of third-party assurance becomes a critical tool for combating greenwashing and building investor confidence. Berman explains the technical challenges of data collection and the necessity of cross-departmental collaboration between CFOs and sustainability officers. Furthermore, the Canada sustainability reporting standards landscape is heavily influenced by sector-specific trends that demand localized adaptations of international rules. This fireside chat provides the strategic roadmap necessary for boards to oversee these changes while ensuring their companies remain resilient and transparent in an era of heightened scrutiny.

• Strategic alignment between the CSSB and international sustainability disclosure requirements.

• The critical importance of audit-ready data and assurance in high-stakes reporting.

• Practical guidance for boards on overseeing credible and actionable transition plans.

View the full session to ensure your organization is prepared for the upcoming shifts in Canadian disclosure requirements.

Leading financial institutions are now financing the green economy transition by moving beyond simple divestment toward active capital deployment in high-impact climate projects. This shift marks a critical evolution where banks and corporate clients collaborate to ensure that sustainability is integrated into the core of every lending decision. When financing the green economy transition, the focus must remain on creating scalable frameworks that support both mitigation of climate risk and the building of long-term economic resilience. This panel discussion unpacks how these institutions are moving from theoretical commitments to practical, data-driven strategies that prove environmental responsibility and financial profitability are not mutually exclusive.

The conversation explores the technical mechanics of financing the green economy transition through innovative tools such as green bonds, sustainability-linked loans, and blended finance models. These instruments allow for a more nuanced approach to risk-sharing, particularly in emerging sectors that require significant upfront investment to reach commercial viability. Experts in the session explain that financing the green economy transition effectively requires a deep understanding of policy shifts and the alignment of public-private partnerships. By examining the current barriers to capital flow, the participants highlight how standardized reporting and clear policy signals can accelerate the speed at which global markets pivot toward sustainable outcomes. Financing the green economy transition is a complex undertaking, but it remains the most vital mechanism for achieving a net-zero future while securing competitive market returns for stakeholders across the financial spectrum.

• The application of blended finance models to de-risk large-scale climate adaptation and infrastructure projects.
• Strategic ways for banks to support corporate clients through the transition with sustainability-linked lending.
• The role of clear policy frameworks and international standards in mobilizing private capital for green initiatives.

View the full panel discussion to learn how financial leaders are deploying new capital structures to drive meaningful climate action.

Understanding the mechanics of tying sustainability to financial value is no longer a peripheral concern for modern CFOs and investment committees. While many organizations still view environmental reporting as a regulatory burden, this session demonstrates how leading firms are actively tying sustainability to financial value to outperform their industry peers. By moving beyond boilerplate disclosures, companies can leverage their decarbonization efforts as a legitimate driver of market returns. The experts on this panel explain that the process of tying sustainability to financial value involves sophisticated measurement tools and ratings methodologies that translate carbon metrics into actionable capital market insights.

The technical discussion explores how exchanges and rating agencies are currently refining the algorithms used for index inclusion and credit assessment. When leadership teams succeed at tying sustainability to financial value, they unlock new pathways for attracting institutional capital and lowering their overall cost of equity. The panel provides deep industry context on how sector-specific benchmarks are evolving, ensuring that sustainability is viewed as a core component of operational resilience. Successfully tying sustainability to financial value requires a multidisciplinary approach that connects the ESG office directly to the finance department, ensuring that every green initiative is measured by its impact on the bottom line and long-term shareholder wealth.

• The evolution of rating agency methodologies that integrate environmental performance into credit risk.
• Strategic ways to utilize index inclusion to expand market share and improve liquidity.
• Case studies on how transparent disclosure leads to lower capital costs and improved investor relations.

Watch the full panel discussion to learn how your organization can begin bridging the gap between climate action and fiscal performance.

Workshop One: Take an emotional trip through time with us to 2055 – science-based, led by experts and visualized by AI. We invite you to experience four radically different scenarios for the year 2055. First launched at COP28, EY Four Futures allows you to visually experience the consequences of decisions made today on climate change and global warming, business and society, resources and geopolitics in three decades from now. This unique experience turns the effects of current decisions on future generations and how they live their lives into tangible, emotional experiences – rather than data points on a screen.