Because of modern supply chains complexity, supply chain managers are presently making decisions which are associated with some risk. This paper discusses risk problem in supply chains and presents a supply chain risk assessment approach. The Beer Game model, which is a simplified example of a supply chain, is used to demonstrate application of the suggested risk assessment approach. Two risk events are taken into account: inventory excessive accumulation and backordering. Simulation experiments with the computerised version of the Beer Game show that the approach presented can be used for assessing supply chain risk; at the same time, it is possible to illustrate risk occurrence using the Beer Game model.