There are none that I'm aware of, no. The test of risk for a pension fund or a company is whether or not they're succeeding in the marketplace. If you are a pension fund and not paying attention to risk and your investments decline in value, then you're not doing very well. You didn't need government regulations to demonstrate that.
I think we're in danger of conflating two different kinds of risk. One is the risk to a company. That is the risk the company is in the business to manage. The other risk is the one you want to impose upon them, which is the risk of global climate change.
I'm not saying that's not a risk; I'm saying that you're trying to internalize it onto the companies instead of being governmental about it and establishing your own rules about it instead of trying to make them do it for you.