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The paper considers risk in the context of the main characteristics of non-classical epistemology. It states that non-classical epistemology is characterized by transformation, according to which the major priority of cognitive activity shifts the focus from the present to the past. In this situation a subject is keen not on what he or she has learnt but on what can be learnt. Truth being a crucial criterion of scientific knowledge is becoming of less priority, while risk is becoming more and more significant and acts as one of the major epistemology measurements. Risk is gaining the status of epistemological phenomenon, which shows a growing degree of uncertainty as a cognitive process background and the necessity for a subject to learn the world (make decisions) under the conditions of uncertainty degree strengthening. The author states that risk is a comprehensive notion and it obtains a base value for all other aspects of its application, specifically, in the role of epistemological phenomenon.