This study is on the impact of earning power on risk management in FINTECH companies. The specific objectives of the study are to access the effect of funding and capital adequacy on the degree of risk exposure, examine the effect of earning power on the degree of risk exposure and evaluate the effect of liquidity ratio on the degree of risk exposure faced by FinTech companies. The study was theoretically underpinned on Disruptive Innovation Theory. The study adopted an ex post facto research design, relying on published data sourced from the annual reports and accounts of Deposit Money Banks in Nigeria. Regression analysis was employed to analyze the data. The formulated hypotheses were tested using ordinary Least Square (OLS) Regression method. The results which depicts a coefficient of -7.359302 with a t-statistic of -4.738262 and a probability of 0.0011 demonstrates that a higher capital adequacy ratio significantly reduces the degree of bank risk. This highlights that FinTech companies with stronger capital positions are better equipped to manage risks effectively. Moreso, with a coefficient of 0.090015, a t-statistic of 1.041765, and a probability of 0.0247, this finding suggests that a higher return on assets is associated with a slight decrease in the degree of bank risk. It implies that FinTech firms generating better returns from their assets tend to exhibit lower risk levels. The coefficient of 0.212065, a t-statistic of 0.415550, and a probability of 0.0392 indicate that higher liquidity levels have a marginal impact on reducing the degree of bank risk. FinTech companies with improved liquidity positions may experience a slightly lower risk profile. These findings offer valuable insights for stakeholders, regulators, and policymakers in understanding the dynamics of risk within the FinTech sector and can guide strategic decision-making and risk management practices in this rapidly evolving industry.