While the 2015 film was a head-on story about the subprime mortgage crisis, the writer/director used the subject of major and topical financial crimes to fuel the plot in the 2010 comedy The Other Guys.
Of course, fans will note that Adam McKay was taking on more pointed and political material long before he started to work on The Big Short.
That movie, which is more a parody of buddy copy flicks than anything, is absolutely hilarious, so I actually have little doubt that McKay could find a way to make a comedy with deep-rooted commentary about global warming.