The COVID-19 pandemic demonstrated the fragility of international, national, regional, and local risk management systems. It revealed an urgent need to improve risk planning, preparedness, and communication strategies. In parallel, it created an opportunity to drastically re-think and transform societal processes and policies to prevent future shocks originating not only from health, but also combined with those related to climate change and biodiversity loss. In this perspective, we examine how to improve integrated risk assessment and management (IRAM) capacities to address interconnected shocks. We present the results from a series of workshops within the framework of the University of Zurich and University of Geneva. Initiative "Shaping Resilient Societies: A Multi-Stakeholder Approach to Create a Responsive Society". This initiative gathered experts from multiple disciplines to discuss their perspectives on resilience; here we present the key messages of the "Pandemics, Climate and Sustainability” thinking group. We identify a roadmap and selected research areas concerning the improvement of IRAM analysis capacities, practices, policies. We recommend the development of robust data systems and science-policy advice systems to address combined shocks emerging from health, biodiversity loss and climate change. We posit that further developing the IRAM framework to include these recommendations will improve societal preparedness and response capacity and will provide more empirical evidence supporting decision-making and the selection of strategies and measures for integrated risk reduction.