The article is aimed at improving fundamental methodological approaches to the system of emergency risk management on the basis of the conception of sustainable innovation proactivity, which will allow to prevent and respond in a timely manner to various kinds of destructive phenomena, will contribute to ensuring/increasing the stability and security of economic systems in the face of modern global challenges and threats (both actual and potential). As result of the research, the essence of the main categories of risk management theory is deepened; the influence of various types of global risks in dynamics is analyzed (in the short, medium and long term); the extant approaches to risk management are generalized and systematized; the authors’ own structure of the risk management process is proposed. The methodology for determining the status of economic system, a methodical approach to comprehensive risk assessment based on the theory of sustainability and the theory of complex systems are improved; the principle of integrated risk assessment based on an integrated approach to the assessment of challenges and threats through the synergy of economic, diplomatic, human, international, legal, political, and cultural dimensions of security is determined. Prospect for further research is the development of a theoretical-methodical approach to the choice of strategies and instruments to counter the challenges and threats in Ukraine under unstable socio-economic conditions, taking into account changes in the security environment and in the potential of national economies.