For reinsurance brokers · Aon, Guy Carpenter, Howden Re, WTW, Lockton Re

An independent calibration reference for placement.

Your job at renewal is to defend the cedent's exposure picture to the capital, and defend the capital's pricing to the cedent. Both sides reference vendor cat models that neither side can independently audit. Forecast Registry gives you an independent calibration reference you can cite in both directions without taking sides between vendors.

See live ratings Read methodology v1.0

What Forecast Registry provides for brokerage. A neutral third-party calibration credential and methodology that is forecaster-agnostic. The credential references resolution sources (IBTrACS / PERILS / CAL FIRE / NIFC / USGS / JMA / SPC / NASS) already in your underwriting materials. Adoption costs you nothing; it adds defensibility to every placement narrative.

Use cases at renewal

Defending exposure to capital

Cite the registry's per-peril calibration credential when defending the cedent's exposure modeling. Reduces "vendor said so" friction with capital providers.

Defending pricing to cedent

Cite the same credential when defending the price your capital is quoting. Helps the cedent understand that the price reflects an audit-defensible calibration framework, not vendor proprietary opacity.

Tracking secondary perils

The registry's coverage of CA wildfire, US severe convective, US flood, and European windstorm is purpose-built for the secondary-peril dynamics that have dominated reinsurance market shape 2020–2025.

NAIC Bulletin 30 alignment

Your cedents will be subject to NAIC Bulletin 30 disclosure regimes as states adopt. The registry credential is positioned to be cited in those disclosures. Brokers who reference it early gain placement-narrative advantage.

What we are asking

One conversation with your cat-modeling team on whether the registry credential can be referenced in placement materials.
Cedent introductions appropriate for the registry's pilot-partner outreach to parametric MGAs and state-fund residuals.
Optional: a co-published research note on the calibration of one peril class (e.g. CA wildfire 2020–2025), useful as broker-of-record marketing collateral.

Why we are pitching you last in the sequence

Per the registry's regulatory engagement framework, broker adoption follows regulator engagement and issuer adoption. We are not asking you to move ahead of NAIC commentary or before initial state-regulator citation. We are starting the conversation now so that when the regulatory window opens, the broker community is informed and able to integrate the credential at the moment cedents start to demand it.

Reference forecaster calibration

Founding contributor's reference forecaster: 1,963 SHA-locked forecasts, 82 resolved, mean Brier 0.0399 on n=18 high-conviction in-headline forward. Atlantic basin retrodictive backfill: n=20, mean Brier 0.2002, BSS +0.199. Live ratings →

Contact

Addie Conner, founding contributor. hello@forecast-registry.org (provisional).

Last reviewed: 2026-06-05.