According to the message of Titus Calpurnius Siculus, a Roman poet from the 3rd century CE, in ancient Rome, in the arenas of amphitheatres, bears were supposed to appear hunting for seals. The writer specifically mentions here an event during the reign of Emperor Nero (54-68 CE).
The author does not specifically mention a polar bear or a bear living in a cold climate. As we know, however, only polar bears hunt seals. If this was true, it would confirm how far the Roman merchants could reach or how far they cooperated. Finally, let us not forget that the Romans had commercial cooperation with China, India and African peoples. On the other hand, bringing a large carnivore from northern Norway or Siberia to Italy, even alive, may seem, for those times, an almost impossible task.