This paper expects to give a measurable examination of the effects of overall environmental change and subsequent cataclysmic events on worldwide securities exchanges. Through a fit occasion concentrate on procedure, we research the impacts of natural, climatological, geophysical, hydrological and metereological catastrophes happened in 104 nations across the world on 27 worldwide securities exchange lists over the period 8 February 2001 to 31 December 2019. We find heterogeneous financial exchanges reactions to regular danger shocks relying upon the sort of occasion viable, as well as on the area where the occasion has happened. Climatological and natural catastrophes appear to be the fiasco types which, generally, initiate the most outrageous responses of global monetary business sectors. Besides, the examined stock records are more receptive to shocks happening in European nations. At long last, to presciently approve our model, we construct a cataclysmic event risk supporting methodology, which reveals insight into the venture potential open doors got from the moderation of normal dangers.