The article is devoted to the questions of risk management. The necessity of investment projects risk analysis is conditioned by the fact, that cash flows, built during the investment project creation, apply to future periods, and, therefore, have predictive character. Hence, the importance of investment projects risk-management is increasing, as just comprehensive risk management will make it possible to implement the project with minimum costs and maximum effectiveness. In the article the definition of the category "risk", "investment" is given. The authors consider components of the risk management process.