Risk intelligence is expanding beyond internal data. External signals, climate exposure, supply chain dependency, financial stress indicators, geopolitical risk , are becoming integral to underwriting evaluation. In this session, we explore how real-time risk intelligence and forward-looking analytics enhance underwriting decisions across commercial and specialty lines. What changes when underwriters can evaluate interconnected risk factors at the point of submission? How does predictive risk scoring influence pricing and appetite? And how can external intelligence improve portfolio resilience? This discussion focuses on integrating forward-looking data into everyday underwriting workflows.