With the September 25th 2015 United Nations Resolution 70/1 “Transforming our world: the 2030 Agenda for Sustainable Development”, the case for integrating SUSTAINABILITY criteria at the heart of economic development programmes in particular, as well as the prerogative to pursue Sustainable Development Goals as the global response to humanity’s very existential threat in general, are no longer a matter of academic debate. Likewise, the wisdom of embedding sustainability ethos within the core strategy of business and social enterprises alike is gaining universal traction. However, exactly how and why sustainability principles intersect with mainstream Financial Risk Management models and methodologies, especially for corporate entities and financial institutions, is not so obvious. This, despite the fact that sustainable development proponents and risk management professionals are kind of kindred spirits: both dedicated to ensuring that there is a kind of longevity to something we desire and pursue as an active enterprise (be it economic development or financial profitability). By necessity, this piece is never going to be about showcasing actualised practices. Rather it is about making the case for what is possible, indeed necessary, but admittedly quite illusive in practice. The nexus between sustainability mandate and risk management discipline will be examined through the lens of Sufficiency Economy Philosophy Inspired and promulgated by H.M. King Bhumibol Adulyadej of Thailand, it is generally considered first and foremost a compelling paradigm governing humanity’s pursuit of sustainable development, applicable to every sphere of our social/cultural, economic/political, and ecological/environmental existence as humankind.