While there have been significant efforts to understand different financial risks in the face of the climate emergency, only recently these have been made to understand how these risks are interconnected. This workshop aims to bring together leading Canadian and international researchers working on climate risk, credit risk, and financial contagion to focus on these crucial topics. Another important goal of the event is to provide a venue for interdisciplinary dialogue between climate scientists, financial mathematicians, economists and data scientists. Although their areas of application differ, the methodologies they use often share a common foundation in probabilistic modelling, simulation-based methods, and modern machine learning techniques. By bringing together researchers with complementary expertise, the workshop seeks to promote new collaborations and spark novel research directions.