Traditional sovereign risk pricing relies heavily on historical data, credit ratings, and macroeconomic indicators—many of which fail to capture forward-looking exposure to climate volatility. Simulation outputs derived from climate and catastrophe models offer an opportunity to embed scenario-based foresight into sovereign credit assessments, insurance pricing, and investment risk models. This question invites input on how such outputs should be standardized, validated, and integrated into sovereign climate risk pricing mechanisms. Key considerations include model transparency, data granularity, regulatory alignment, investor readiness, and relevance for multilateral debt frameworks and green finance instruments.