In numerical weather prediction, probabilistic forecasts are now standard tools, and their verification is an important task. This question remains particularly challenging when one focuses on extreme events. We will discuss the limits of the classical methodologies, and propose a tool combining the well-known Continuous Ranked Probability Score (CRPS) and extreme value theory to address extreme events verification. This is a joint work with Maxime Taillardat, Raphaël de Fondeville and Philippe Naveau.