It is fair to say that the traditional insurance marketplace is working hard to keep pace with the scale, frequency, and unpredictability of climate-related losses. We in the captive industry have seen this movie before and we have a track record of being in the vanguard to provide new practical ideas on how to finance new and threatening risks using captives and other Alternative Risk Transfer methods. Captives are to be used not as a theoretical concept, but as a hands-on financial tool. This presentation is about how to actually use a captive to manage and finance climate risk.

Following this session, attendees will learn how to identify climate exposures that are either uninsurable or overpriced in the commercial market, quantify those risks using internal data, climate models, and scenario analysis, structure your captive to absorb those risks—whether through parametric triggers, aggregate stop-loss layers, or tailored deductibles, fund the captive using retained earnings, premium allocations, or green bonds, leverage reinsurance and other ART solutions to backstop extreme events while keeping capital efficient, and integrate the captive into your broader ESG and resilience strategy, turning risk financing into a competitive advantage and helping companies defend their balance sheets.