Wildfire risk has moved faster than the data most portfolios are still relying on.

Insurers have already repriced North American and European wildfire risk twice in two years, and that repricing is showing up in renewal quotes on assets that have never seen a fire.

Watch this webinar to hear the scientists behind Climate X's wildfire model explain why wildfire is so hard to model, how the model works from ignition through to asset-level loss, and how banking, asset management, insurance and real estate teams are putting the outputs to work.

• Why wildfire behaves differently to flood and wind, and why a historical burn footprint alone cannot tell you where the next fire will start
• How Climate X combines susceptibility modelling, a 100,000-year synthetic fire library and CMIP6 climate scenarios to 2100 to quantify wildfire probability consistently, worldwide
• How building characteristics such as roof type, wall material and the presence of eaves change asset-level damage, and why a single wildfire score cannot capture that
• How the model has been validated against more than 300 fire events and more than 200,000 assets
• How to turn asset-level average annual loss into underwriting, insurance renewal, credit risk and acquisition decisions

Banking, asset management, insurance, real estate and private equity professionals across acquisitions, ESG, portfolio management and risk who need to defend their wildfire exposure to investment committees, lenders and insurers, not just report it.

Climate X is a climate risk intelligence provider translating physical climate risk into decision-grade financial insights.

Supporting clients with a total of $13.5tn in AUM, the platform serves 1,000+ users globally and is powered by a 2bn+ asset proprietary database, covering 20m public and private companies and 93% of global GDP. With 100+ interdisciplinary experts and backing from GV (Google Ventures), Climate X helps institutions make faster, defensible climate-informed decisions.