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As climate risks intensify across Europe, insurance is emerging as a powerful lens through which resilience is measured, priced, and rewarded. This session explores whether insurance premiums are becoming a de facto ESG metric—translating climate exposure and adaptive capacity directly into financial outcomes. We examine how underwriting models are evolving, the growing role of front-end climate and asset-level data, and what this means for risk pricing.  

The discussion will assess how resilient assets may outperform over time through lower premiums, improved insurability, and stronger liquidity, while vulnerable assets face rising costs or exclusion. Investors and developers will gain insight into downside protection strategies, asset design choices, and portfolio implications in a market where access to insurance increasingly underpins value. The session connects climate science, underwriting, and capital markets to reveal how resilience is reshaping investment decisions.