Effective climate risk assessment is hindered by the resolution gap between coarse global climate models and the fine-scale information needed for regional decisions. We introduce GenFocal, an AI framework that generates statistically accurate, fine-scale weather from coarse climate projections, without requiring paired simulated and observed events during training. GenFocal synthesizes complex and long-lived hazards, such as heat waves and tropical cyclones, even when they are not well represented in the coarse climate projections. It also samples high-impact, rare events more accurately than leading methods. By translating large-scale climate projections into actionable, localized information, GenFocal provides a powerful new paradigm to improve climate adaptation and resilience strategies.