The company is an independent economic, technical and social entity that produces goods or services for the market, using the appropriate resources and paying the business risk for profit and other economic and social objectives. For the concept of entrepreneurship are related terms uncertainty and risk. Each entrepreneurial venture, especially in a market economy, the enterprise in a certain uncertainty, which hides the danger of unintended consequences in the future for what it is at present. This danger is what makes a particular business risk. Entrepreneur consciously or unconsciously assumes the risk of success or failure of what was conceived as a result of enterprise. Bigger venture almost always carries a higher risk, and the higher the risk the higher the expected success. But at the same time, higher risk means the possibility of a larger failure. Every organization in its business has operational risks. Operational risk is more difficult to identify, measure and manage it as it can anywhere in the organization to be interwoven with other risks, and their successful identification and management of operational risk is an integral part of a stable and successful business. The intention of the entrepreneur is to avoid any obilk risk or reduce risk to a minimum. Although it seems that entrepreneurs in every part of the business process aware of the risks that surround them, business practice shows that a large number of business owners often neglect the risk. Risk management program includes accurately determine risk assessment of the consequences of losses and selection of ways of dealing with risk. For business owners the task of determining the exact risk never stops. When emergency action entrepreneurs always check whether the plans in line with available resources and whether the desired goals achievable, and then operate safely, decisively, aggressively and with enthusiasm, either independently or by an agent.