This research aims to conduct an analytical study of financial risk prediction models by following the method of systematic literature review to determine the findings of this literature and to conclude research gaps that could represent the ideas of future research trends, and to provide theoretical scientific conclusions from the analysis of the results of previous research and studies And the leading models in the field of forecasting the corporate financial risks. The research concluded several results, the most important of which are; Increasing the level of awareness of the importance of forecasting financial risks in achieving a balance between the investment opportunities with a higher return, and the degree of risk that can be accepted and managed. Adding non-financial indicators to the models that were relied on by previous studies to predict financial risks will increase the accuracy of this prediction, The use of neural network models in forecasting will increase the predictive of financial risks due to the high predictive accuracy of these models compared to statistical models. The research recommends conducting future studies to identify the determinants that affect the accuracy of forecasting financial risks.