Rather late, I came across this article by a lexicographer researching the etymology of the word ‘risk’. Most dictionaries state that the word comes to English from Italian risco via French risque. The Oxford English Dictionary attests to it from 1621 in English (as ‘risques’). Its first attestation in Middle French is in 1578, where it is a feminine noun, quickly becoming a masculine noun to mark its testosterone-fuelled approach to life. The Italian rischio is attested in the 13th century, before simply becoming risco.
Although there have been a number of suggestions whence this Italian word came, many are unsatisfactory. The etymology is not certain, but it seems to come from the Middle Persian word rōzīg <lwcyk>, meaning ‘daily bread’ or ‘sustenance’, the ancestor of the Modern Persian word روزى ruzi, and a derivative of the noun rōz <YWM lwc>, meaning ‘day’ (as in nōg-rōz, now spelt نوروز nowruz, Persian New Year).