The article investigates the essence of the risk-based approach to generating the value of enterprises with transport and logistics specialization. The objective of the study is to determine the content of all components of risk management using the example of this industry. Methodological feature of the components’ study on the risk-based approach is a disclosure of the modern paradigm «Industry 4.0», namely, a comprehensive study of operational, investment and financial activities factors. The key criterion of economic efficiency in the article substantiates the use of the enterprise value indicator. In addition, it is proposed to use the methodology for calculating the impact of Value-at-Risk on the generation of enterprise value. The result of the study of the risk-based approach’s components to the formation of enterprises value indicators in the transport and logistics industry is to obtain a clear algorithm for determining each of the key risk factors inherent in the industry. Particular attention is paid to the description of the manifestation of the IT-system of electronic risks, in particular, hacker attacks and other cybercrimes. The practical uniqueness of the obtained research results lies in the fact that, using the example of BKP (Ukraine), a reasoned risk management policy is developed in full compliance with the ISO 31000 standard. Risks were identified based on the probability of risks and calculation of minimizing the impact of their consequences on the cost indicators of the enterprise. Based on the results of the study, it is established the practical usefulness of the above-described management model for generating of an enterprise value, directly based on the study of the main risk factors for activities of transport and logistics companies in Ukraine, it is substantiated the possibility of its implementation in the practical aspects of the business processes implementation.