In today’s banking landscape, ESG data has evolved from a regulatory checkbox into a strategic consideration shaping governance, risk management, and long-term performance. As supervisory expectations intensify and reporting requirements multiply across jurisdictions, financial institutions are under increasing pressure to respond — not only accurately, but coherently and strategically.

This interactive, peer-led session will explore how banks are navigating the growing tension between regulation and reporting pressure, while working to embed ESG meaningfully into governance structures and risk and return frameworks.

We’ll begin with a snapshot of the current ESG data landscape in banking — highlighting overlapping regulatory demands, diverging reporting expectations, and the operational strain they create. From there, expert panelists will share perspectives across regulation, governance, and risk modelling before we open the floor for a structured peer exchange.

The discussion will focus on three core themes:

Regulation vs. Reporting Pressure – Understanding the complexity of overlapping frameworks, managing jurisdictional differences, and balancing supervisory requirements with investor and stakeholder expectations.

Governance, Collaboration & Silo-Breaking – Clarifying ownership of ESG data, aligning risk, finance, sustainability, and IT functions, and building governance models that enable consistency and accountability.

ESG in Risk & Return Models – Moving beyond disclosure by integrating ESG metrics into credit assessments, capital allocation, stress testing, and portfolio strategy.

The session aims to spark a candid exchange on how institutions are navigating regulatory intensity, strengthening governance, and embedding ESG into risk and return frameworks — offering space to reflect, challenge assumptions, and share practical insights.