The authors ground the necessity of managing risks of venture entrepreneurship; construct algorithm of formation and introduction of a system of risk-management while operating venture entrepreneurship; analyze the rationality of its realization at the regional scale and influence on venture entrepreneurship; and conduct regressive analysis of dependence of financial economic state of enterprise LLC 'Innovazstroy' on introduction of the developed system of risk-management. The study is a regression analysis, with which the authors calculated the coefficient covariance determination of approximation and draw conclusions about the dependence between introduction of risk-management system and growth of clear profit of LLC 'Innovazstroy'. Developed as a result of the study the model of quantitative and qualitative measuring risk small enterprises all over the world use: risk evaluation (VAR), maximal potential risk (MPE), risk-appétit and risk stock, in order to measure and to unite market, credit, operational and other risks. It is necessary for entrepreneur to know actual cost of risk, which influences on their activity.