This analysis reports how climate change acts as a macroeconomic risk multiplier—exacerbating inflation, supply-chain stress, asset re-pricing, sovereign risk, and financial fragility. It argues that businesses and regulators must treat climate as a cross-cutting systemic issue, not simply an environmental add-on, because the economic implications span sectors, geographies and time horizons.

This brief provides a practical conversation guide for boards and executives to understand, assess, and act on geopolitical risk. Using a “scan–focus–act” framework, it offers structured questions on stakeholder impacts, long-term strategy, enterprise risk management, and governance changes. It reframes geopolitics as a manageable, board-level responsibility central to resilience and long-term value creation.

This report analyzes how political risk—ranging from regulatory shifts and policy unpredictability to geopolitical tensions—affects corporate valuations, operating costs, supply chains, and long-term investment. It introduces a framework connecting political events to financial consequences, urging companies to integrate political-risk analytics into strategic planning, governance, and ESG-related disclosures to strengthen resilience. 

This report analyzes how political risk—ranging from regulatory shifts and policy unpredictability to geopolitical tensions—affects corporate valuations, operating costs, supply chains, and long-term investment. It introduces a framework connecting political events to financial consequences, urging companies to integrate political-risk analytics into strategic planning, governance, and ESG-related disclosures to strengthen resilience. 

This updated guide from the Dutch central bank provides supervisory expectations for financial institutions regarding climate and nature-related risks. It emphasizes governance frameworks, scenario analysis, nature-risk taxonomy, disclosures, and integration of biodiversity/natural-capital concerns alongside climate. It indicates how insurers, banks and asset-managers must incorporate natural-system dependencies into risk frameworks and corporate strategy.