Thesis Piunova Elena Borisovna dedicated to the creation of the mathematical apparatus for the diagnosis of the financial risk with the use of the optimization approach, while still remains the most popular statistical approach. This theme is relevant, since the need for diagnosing the level of risk and its correction is dictated by the purpose of increase of financial soundness. Thesis Piunova Elena Borisovna contains three chapters. The first chapter is devoted to an overall review of risk theory and literature on the subject by other authors. The second chapter discusses the known methods of mathematical modeling in determining the risk level. And in the third chapter it's provides a mathematical formulation of the problem and proposes a new algorithm for its solution. The essence of the problem is reduced to the study of the level of risk on the example of the Bank. It is proposed to customer database as a training sample and using the F test is carried rankings client settings for solvency. Then, having 3-4 of the most informative parameters of customers, using the classification method developed by Grigorieva K.V. This work was neat, 32 pages. By observations can be attributed not to a very good self diploma name and redistribution of the feed material: for example, it's would like to see more attention was paid to the test F, and to the method of solving the problem of classification developed by Grigorieva K.V. In general, the results obtained in the thesis work Piunova Elena Borisovna "Simulation of diagnostics financial risk" are useful and can be used as a basis for the further development of risk assessment methods and the use of them in practice. Job evaluation is well deserved. Head of Department of Information Technology, St. Petersburg State University of Industrial Technology and Design professor, D.Sc., professor Pimenov V.I.