The study presents the problems of risk management of a commercial Bank as the most important element in the overall banking management system. The relevance of the study is due to the current economic and political situation in the country, as well as the instability of market conditions, which significantly complicated the risk management system in commercial banks, which contributed to the deterioration of their financial condition. The processes taking place in the global financial market in recent years have a significant impact on the banking system, significantly increasing Bank risks and reducing the financial stability of credit institutions. Differences are highlighted that reflect the priority aspects in assessing the risk management of a commercial Bank from the authors ‘ point of view. Risk management strategies in credit institutions are considered. A comparative analysis of the methodologies used to assess the risks and capital adequacy of commercial banks in Russia and abroad has been carried out, and features of their use have been identified.