Green and sustainable finance

Mind the protection gap: The risk to capital markets and the resilience financing imperative

24 June 2026
10 minutes
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Climate change is no longer just a physical risk issue; it is increasingly a financial stability issue. As climate hazards intensify and become less predictable, insured losses will continue to rise, leading to greater tightening in insurance markets.

This is likely to result in a widening protection gap, where an increasing proportion of economic activity and value is left uninsured or underinsured. This report argues that insurability is the critical transmission channel connecting climate risk to the wider economy. When insurance becomes more expensive, narrower, or unavailable altogether, the effects spread into lending, investment, asset valuations, and public finances. In turn, this reduces bankability and investability across the real economy. The protection gap is therefore not just an insurance problem; it is a challenge to capital formation, economic recovery and long-term growth.

This is not a risk from which the UK is immune. The UK Climate Change Committee estimates that around £11bn of annual investment is required to support national adaptation and resilience. However, financing remains constrained by valuation bias, short term horizons, fragmented project pipelines, and the public-good nature of many resilience measures. Without faster progress, underinvestment in resilience risks reinforcing a negative loop in which rising losses weaken insurability, further discouraging private investment and placing greater pressure on the public sector.

As a leading global centre for insurance and capital markets, the UK is also exposed not only to domestic climate risk, but also to broader shifts in global financial conditions. The insurability challenge therefore presents both a risk and an opportunity: meeting domestic and global adaptation and resilience needs will require significant capital mobilisation, with the UK’s financial markets well placed to play an important role. The paper sets out a practical agenda for action. Among other things, it calls for:

  • earlier pricing and governance of physical risks

  • improved mechanisms for recognition of resilience measures in insurance and financing terms

  • a growing pipeline of investable adaptation projects

  • greater use of blended capital

  • targeted public backstops where markets alone cannot deliver.

The central message is clear: adaptation and resilience should be treated as core economic infrastructure. They are not discretionary costs, but essential for preserving insurability, protecting asset values, and supporting the effective functioning of capital markets in a climate constrained world.

Climate change and the risks to insurability

Climate change is driving a measurable increase in average global temperatures as greenhouse gases accumulate in the atmosphere, altering historical climate norms and weather patterns. This warming is already reshaping the nature of physical climate risk and is expected to continue to do so as greenhouse gas emissions continue to rise globally.

At the same time, development patterns and interconnected supply chains are increasing exposure and concentrating vulnerabilities. This means that physical impacts are less likely to remain localised and more likely to cascade through socio-economic systems.

These shifts have the potential to test the assumptions that underpin risk pricing in financial markets, underwriting of physical climate risks and long-term investment decisions. As hazard, exposure and vulnerability levels rise and uncertainty in forward-looking models persists, the availability, affordability and adequacy of capital is likely to come under strain.

One of the most immediate risks is to the availability of insurance capital, or capacity, in the face of increasingly frequent and severe extreme weather. This is material because historical evidence indicates that when insurance markets weaken, the effects extend far beyond individual policyholders and affect wider financial and capital markets. This is because of insurance’s role as a foundational layer in the wider financial ecosystem, transferring risk in a way which enables the functioning of debt and equity markets and supports financial stability more broadly.

Against this backdrop, investment in adaptation and resilience measures that mitigate physical climate risk and promote insurability is becoming increasingly critical to the integrity of financial systems. In the UK, the Climate Change Committee (CCC) estimates that £11bn of annual investment is required to mitigate the impact of climate change.

Yet structural challenges continue to limit both public and private adaptation and resilience financing at the scale and pace required. A key reason is that benefits are often realised as avoided losses across multiple stakeholders, and are not always captured in traditional valuation approaches, disincentivising investment. The result can be a reinforcing cycle: insufficient resilience increases losses and uncertainty, which further strains insurability and tightens wider financial market conditions, limiting the availability of the financing needed to manage risk.

From insurability to bankability and investability: insurance as a foundation
The challenges facing risk transfer markets in a changing climate have wider significance because of the fundamental role insurance plays as a foundation for wider capital markets.

Insurance is often described as a ‘first line of defence’ because it performs functions that extend beyond claims payment. It helps price risk, supports proportionate and growth generative risk-taking, and supports recovery by providing liquidity after loss events. It also supports wider financial activity. In debt markets, mortgages, construction finance, project finance and corporate lending typically rely on adequate insurance as a condition of funding. Equity investors often also require confidence that appropriate risk transfer measures are in place before investment.

Where insurance is unaffordable or unavailable, this can increase the cost of debt as lenders adjust pricing to reflect the additional retained risk. Uninsurability can also transmit into equity markets – either directly or as a result of the debt-stress mechanism described above – by increasing the cost of equity and constraining access to capital. This combination of debt and equity pressure can ultimately affect asset valuations, causing economic activity to slow. This is not necessarily because the underlying projects or transactions are no longer operationally unviable, but because the inherent risks cannot be efficiently transferred.

Responses and innovations

Awareness is growing globally of the threat that physical climate risk poses to insurability and, in turn, to capital markets. A range of responses are emerging to address the insurability challenge, with further innovation likely in the years ahead.

Insurance market responses: Alternative Risk Transfer (ART)
Alternative Risk Transfer (ART) solutions are innovative mechanisms beyond traditional (re)insurance that enable more flexible and capital-efficient risk transfer. They can diversify capital sources, stabilise insurance costs in volatile markets, and expand capacity for hard-to-place risks. While not developed specifically in response to the climate insurability challenge, several ART solutions could help narrow growing protection gaps and reduce the risk of stranded assets.

CASE STUDY: Insurance-linked securities (ILS)

In 2025, Guy Carpenter acted as sole structuring agent and bookrunner for the North Carolina Insurance Underwriting Association’s (NCIUA) $600 million Cape Lookout Re-catastrophe bond, the first ILS transaction to have embedded resilience features. The bond provided the NCIUA with multi-year, named-storm reinsurance protection, while also including a resilience spread that could be returned to the issuer and directed towards fortified roof grants if losses remained below a defined threshold. This structure demonstrated how ILS can go beyond transfer of peak catastrophe risk by unlocking dedicated capital for loss prevention.

Banking and capital markets responses
Capital markets have consistently developed products and structures to respond to evolving risk where there is clear commercial demand. In relation to weather and climate risk, this is already reflected in established hedging tools used in sectors such as agriculture, logistics and maritime to manage exposure to variables including rainfall, wind and temperature. What is now emerging is a more targeted layer of innovation focused on forward-looking physical climate risk. These solutions can better support capital allocation, strengthen resilience and help sustain insurability, productivity and economic activity. Climate risk projections are increasingly being incorporated into capital allocation decisions, directing capital towards more resilient assets and away from significant risk exposure. Public-private finance is also being used to de-risk adaptation and resilience investments, helping improve risk-adjusted returns and crowd in private capital.

CASE STUDY: Blended / concessional structure

In 2024, Societe Generale acted as Arranger, Global Coordinator, Sustainability Bank and sole Hedge Provider for a €506m loan to the West African Development Bank (BOAD) in Togo, to finance sustainable projects across the bank’s eight member countries. The loan was guaranteed by the Multilateral Investment Guarantee Agency (MIGA) evidencing the impact that such de-risking mechanisms can have in unlocking private capital. In addition, 30% of the borrowed amount is to be dedicated to adaptation projects, showcasing how adaptation financing can be effectively integrated into broader transactions that blend value creation (e.g. development of renewable energy infrastructure) with value protection (e.g. adaptation and resilience).

Policy, legal and regulatory responses
Central banks, governments and financial regulators are increasingly recognising the risks that climate change poses to both capital markets and the real economy. Responses include policy interventions designed to integrate climate resilience into budgeting and long-term asset planning, including through direct investment and targeted funding intended to crowd in private investment. Several prudential supervisors, including the Bank of England, have also continued to tighten regulatory frameworks around climate risk, although progress has been slower than at the start of this decade.

This includes the integration of climate considerations into financial reporting requirements and prudential stress testing. However, while regulatory initiatives, such as the increasing global implementation of International Sustainability Standards Board (ISSB) aligned reporting, are helping to build awareness and improve risk management, most frameworks remain exploratory rather than linked to binding capital requirements. Further development of physical climate risk regulation and supervisory tools will therefore be needed, alongside improvements in climate risk data and modelling.

Legal responses are also accelerating. Climate-related litigation is increasingly targeting corporates, directors and financial institutions for alleged failures to assess, disclose, or manage material physical climate risks and for misstatements in sustainability and resilience claims. Over time, these cases, alongside evolving duties of care, fiduciary expectations, and contractual risktransfer provisions, are likely to further raise the standard of ‘reasonable’ climate risk governance and disclosure, reinforcing supervisory efforts through enforceable liability and precedent.

Recommendations for change

Physical climate risk poses a potentially systemic risk to economies, both through the direct impact on companies and communities, and through its indirect effect on financial systems. This paper focuses on one key transmission channel: the effect of rising physical climate risk on insurability, and in turn, on capital markets. This channel may materialise quicker than wider economic impacts, and therefore merits focused attention.

Addressing the risk that protection gaps pose to both the economy and capital markets will require coordinated action across the public and private sectors. We therefore propose the following four recommendations as cross-sector priorities to strengthen insurability, support resilience investment and improve the alignment of finance with physical climate risk.

1
Earlier pricing and governance of physical climate risks
  • Financial markets and real economy actors should continue to make greater use of forward-looking physical climate risk data to identify material exposures, assess resilience over relevant time horizons, and support strategic decisions on portfolio management, underwriting, pricing and capital allocation. For firms facing material risk, this should enable proactive, incremental adjustment of exposures, while also helping to identify resilience investment opportunities.

  • The health of the property insurance market (including affordability, availability, and exclusion / deductible trends) should be actively monitored and treated as an early-warning indicator for physical climate risk levels. This should inform proactive risk management by signalling deteriorating bankability and investability in exposed assets, sectors and geographies. However, it should also support adaptation and resilience financing opportunities where insurability challenges strengthen the business case for upfront resilience investment.

  • Organisations should define clear management actions and responses where early-warning indicators are breached to avoid cliff-edges, including risk appetite adjustment, repricing, tighter terms, and reallocation to resilience-related capex and annual opex requirements.

2
Reward active risk reduction, not just risk transfer
  • Banks, investors and insurers should, where possible, look to improve recognition of verified resilience measures in pricing and the terms of financing. This could include premium credits, deductible reductions, coverage enhancements, margin ratchets, covenant flexibility, or longer loan tenor where resilience measures are considered to materially reduce expected loss. While financial institutions cannot drive this change alone, emerging examples of such resilience verification and recognition mechanisms already exist. For example, insurers in several storm-affected US states are increasingly tying insurance coverage to implementation of measures in line with the IBHS FORTIFIED Roof Standard.

  • Governments and regulators should explore opportunities to move beyond a purely risk-based perspective on climate to ensure there is recognition of the benefits of adaptation and resilience and of the related investment opportunities, issues that the CCC has been keen to draw attention to in the UK. In addition, there is an opportunity for accounting and reporting approaches to better capture the value of avoided loss, exposure risk reduction and climate-related opportunities, so that resilience investments are recognised as value protection rather than only as costs.

  • Insurers should continue to broaden the availability of ART solutions such as parametrics in line with expected increases in demand for such products, given the benefits afforded in terms of speed and liquidity of claims payment. However, insurers should continue to communicate that these ART innovations are a complement rather than a substitute to risk reduction through resilience and adaptation.

3
Build an investable pipeline of resilience projects aligned to national adaptation outcomes
  • The public sector should continue work to establish national and sectoral adaptation priority objectives, supported by delivery plans, owners, and prioritised project pipelines ready for translation into investable programmes. This should be backed by stronger project preparation capacity, standardised appraisal methods and more consistent data on estimated project performance, so that resilience investment opportunities can be better identified, assessed, and financed at scale. In the UK, this should build on progress made under the CCC, recently articulated in the A Well-Adapted UK report, to establish a national adaptation framework.

  • Corporates should move beyond viewing resilience as standalone project finance and instead embed resilience into routine business investment, including balance sheet funding, infrastructure programmes, pooled vehicles and repeatable sector pathways. This will position resilience as a core business investment and enable more effective recognition of enterprise-level return on investment through enhanced business continuity, asset protection and long-term value preservation.

  • Adaptation should be integrated into existing capex and renewal cycles wherever possible, particularly where the adaptation component alone would not meet return on investment threshold but strengthens the value of a wider asset upgrade, replacement or compliance package. Regulators, asset owners, lenders and insurers should explore business-case methods that recognise avoided disruption, claims reduction, and lifecycle value. In insurance specifically, claims management should more consistently support ‘build back better’ objectives so that repair and reinstatement spend can be used to embed resilience.

  • Corporates should work with the financial and related professional services sectors to identify and prioritise resilience measures (including nature-based solutions) that preserve insurability, cash flow continuity, collateral value and long-term asset value. Engineering, exposure and claims data will all represent valuable information sources for this exercise.

  • The public sector should support the aggregation of local, fragmented resilience projects into larger, investable portfolios where possible, particularly where projects are too bespoke or geographically dispersed to attract private capital on their own. In the UK, this aligns with the CCC’s recommendations, including their call for a clearer understanding of financing responsibilities across the public and private sector and delivery plans to achieve targets.

4
Use public policy and blended capital to solve coordination failures
  • Government should further define, test and implement the policy interventions at its disposal to drive resilience financing where private markets alone are unlikely to deliver the required scale. This may include deployment of guarantees, first-loss capital, co-investment structures, resilience funds and public-private partnerships that unlock funding for resilience interventions that have strong system value but weak standalone commercial returns. Public interventions should aim to crowd in private underwriting and investment, while avoiding open-ended subsidies that suppress risk signals or preserve maladaptive development patterns.

  • Government should support place-based resilience financing where underlying asset performance depends on shared infrastructure (including natural infrastructure) such as flood defence, drainage, coastal protection or wildfire management rather than site-level action alone.

  • Government should continue to support public backstops and pooled solutions and use them to incentivise wider implementation of prevention standards, data sharing, and risk reduction measures so that short-term affordability support does not become a substitute for long-term resilience building.

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