The article considers theoretical approaches to forecasting the development of the domestic economy and the stability of the fi nancial sector. The work uses an artificial intelligence system developed by the authors. The paper puts forward and proves the hypothesis that the use of the risk assessment of the financial sector calculated using the VaR model in the neural network AI system can be used to obtain the forecast value of the country’s GDP in order to provide support for managerial decision-making under conditions of uncertainty. Of great importance is the study of the theoretical foundations for increasing the stability of the Russian economy in modern conditions. The use of neural network models in GDP forecasting is an important tool for assessing and ensuring the sustainability of the Russian economy. The novelty of the study lies in the fact that an approach is proposed to fill the gap that concerns the problem of the lack of a reliable approach in assessing the risk of financial sector stability in order to ensure the sustainable development of the domestic economy. Get a correct forecast of the gross domestic product (GDP) in the face of market uncertainty. According to the VaR model, with a 99 % probability, the absolute value of the fi nancial risk of a reduction in the profits of the banking system of the Russian Federation may amount to 108.5 billion rubles in 2022, or 4.5226 %, and the amount of profi t may reach 2.3 trillion rubles. rub. The resulting neuroforecast of the value of GDP for 2022 is 79 023.4 billion rubles. 33.3 % higher than the 59 262.95 billion rubles, declared by experts, the total forecast value of GDP for 1Q. (28410) and 2 sq. (30853). To compare the accuracy of the forecast, it remains to wait until the actual values of GDP become known. The practical significance of the study lies in the fact that in the course of the study the prerequisites for solving an important national economic problem were formed — forecasting the value of GDP and ensuring the sustainable development of the country’s economy.