This working paper discusses the role of financial sector policy in relation to addressing gaps in climate risk information in the private finance sector, with a specific focus on Africa. Financial sector decision-makers are increasingly concerned with the impact of climate change on financial sector stability and individual financial institutions. At the same time, they are aware of the important role that the sector can play in achieving positive climate outcomes, particularly in Africa, where climate impacts are likely to be more significant than in other parts of the world.