Modern definition of the financial risk is generally connected with probabilistic methods of prices motion modelling in capital markets. We propose a different look at the capital risk problem inspired by deterministic, known from classical mechanics, problem of juggling. We show an isomorphism between classical mechanics of material points and modelling of credits, and on this basis we determine the most secure form of its repayment with regard to maximisation of profit. Then we extend this rule to models in linear spaces of arbitrary dimension with the help of matrix rates of return. The matrix rates describe portfolios of arbitrary type and extend portfolio analysis to the complex variable domain. This allows us for simultaneous analysis of evolution of complex capital in both continuous and discrete time models. It is worth to signal broad perspectives of application of such deterministic variant of the financial risk.

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