The Frequency Analysis and the Quantitative Assessment of the Risks. The article wish to proof that the notion of risk is linked to the notions of frequency and probability. Also, the term of return period is crucial to understand how it is possible to estimate the risk of occurrence of an extreme event. Therefore this study has a teaching character but it could be used as a guide for the methodology of frequency analysis and for the quantitative assessment of the risks in climatology, hydrology, geomorphology, etc. As consequences the mains parts of the article are: statistical background, frequency analysis and risk estimation. Some examples are given from climatology (rainfall intensity) and hydrology (flooding) and a brief description of the HYFRAN software is presented.