Finance and the Global Assessments Symposium

Finance and the Global Assessments Symposium

30/06/2026

Blavatnik School of Government and Oriel College, University of Oxford

Finance and the Global Assessments Symposium

A one-day academic symposium on the state of evidence and the research frontier in finance for climate mitigation, climate adaptation, and nature.

About the Symposium

The Symposium convenes researchers, practitioners, policymakers, and IPCC and IPBES authors working on finance, to discuss the state of evidence and identify research priorities relevant to the IPCC Seventh Assessment cycle (AR7) and the IPBES Second Global Assessment (GA2). It is academic in orientation but wider than the assessment author communities alone, and is not formally linked to either assessment process.

The Symposium falls the day after the Oxford Sustainable Finance Summit on Monday 29 June 2026, and immediately after London Climate Action Week. Together the two days give a concentrated opportunity for the sustainable finance research and practitioner communities to engage with the science and policy frontier.

Who attends

The Symposium brings together IPCC AR7 WGII and WGIII finance authors and IPBES finance contributors, including authors of the recently completed Nexus and Transformative Change Assessments and contributors to GA2 scoping. A substantial share of participants will come from outside these processes. We expect attendance from financial institutions, central banks, supervisors and regulators, multilateral and national public finance institutions, ministries of finance and environment, civil society organisations, and the broader sustainable finance research community.

Format

The day opens with a research gaps plenary in which WGIII, WGII, and IPBES each present where the finance literature is thin, contested, or absent. The afternoon is given over to a workshop, with parallel small-group discussions on five cross-cutting themes, followed by plenary report-back and a closing roundtable under the Chatham House Rule. Reception and dinner follow at Oriel College from 17:30.

Programme

10:30–10:45 Welcome and framing
10:45–12:30 Research gaps plenary:  WGIII, WGII, and IPBES finance research gaps, with cross-cutting discussion.
12:30–13:30 Lunch
13:30–13:45 Workshop framing
13:45–15:30 Workshop: Five parallel small groups on the cross-cutting themes set out below.
15:30–15:50 Refreshment break
15:50–16:50 Plenary report-back with cross-cutting discussion.
16:50–17:25 Closing roundtable. Chatham House Rule. A research agenda for AR7 and GA2.
17:25–17:30 Walk to Oriel College
17:30 onwards Summer reception followed by dinner, Oriel College

 

Workshop themes

Theme A: Cost of capital, risk pricing, and macro-financial transmission across climate and nature.
How risk is perceived and priced for mitigation, adaptation, and nature-related activity across geographies, sectors, and time horizons; how risk transmits through balance sheets, sovereign debt, and macro-financial conditions; and how scenario-contingent valuation and supervisory practice are evolving.


Theme B:
 Disclosure, transition plans, and the integration of nature.
Where mandatory and voluntary disclosure has reached, the state of corporate and financial-sector transition planning, and how nature is being integrated alongside climate in disclosure regimes (IFRS S2, TNFD), transition planning, and standards work.


Theme C: Scenarios, pathways, and modelling coherence across IPCC and IPBES.
Coherence and comparability between integrated assessment models, biodiversity and ecosystem scenarios, NGFS and supervisory scenarios, and finance pathway models. Where assumptions diverge, where outputs can and cannot be combined, and what the IPCC-IPBES interface needs from scenario design.


Theme D: Stranded assets, lock-in, and lock-out.
Stranding of carbon-intensive assets, lock-in of high-emission infrastructure and of ecosystem degradation, and lock-out of resilience and nature-positive investment. The interaction with financial stability, sovereign balance sheets, and the just transition.


Theme E: Open data, asset-level data, and shared analytical infrastructure.

Spatial finance, asset-level emissions and nature data, NLP and machine learning applied to climate and nature finance, and the shared analytical infrastructure the research community needs to assess flows, risks, and outcomes at scale.

 

Venues

Day programme: Blavatnik School of Government, University of Oxford.

Walton Street, Oxford, OX2 6GG.

The Blavatnik School sits in the centre of Oxford, a short walk from the rail station and from college accommodation.

 

Reception and dinner: Oriel College, University of Oxford.

Oriel Square, Oxford, OX1 4EW.

Oriel is one of Oxford’s historic colleges. The reception and dinner will be held in college, a short walk across the centre of Oxford from the Blavatnik School.

 

Travel and accommodation

Oxford is connected to central London by direct rail (about an hour) and by coach. Heathrow and Gatwick are reachable by direct coach. The Symposium follows the Oxford Sustainable Finance Summit on Monday 29 June 2026, also in Oxford, and London Climate Action Week the week before. We recommend booking accommodation early.


Registration

Attendance is by invitation. To express interest, please complete this form.

Registration Type:

  • Private Sector – £225.00
  • Asset Owner – £140.00
  • Government, Regulator, Civil Society – £140.00
  • Academic/Researcher – £100.00
  • Coordinating Lead Author/Lead Author for IPCC or IPBES – Free


About the host

The Symposium is hosted by the Oxford Sustainable Finance Group at the Smith School of Enterprise and the Environment, University of Oxford. OxSFG conducts research, teaching, and convening on sustainable finance, and hosts the annual Oxford Sustainable Finance Summit.