The concept of risk and risk-taking is a commonly discussed, but still poorly understood construct. In the psychological literature, risk-taking can be defined in numerous ways, which contributes to confusion and a lack of coherence in findings across clinical, personality, and decision-making literatures. In this talk, I will discuss the challenges and opportunities with respect to risk behaviour research. From an integrative perspective encompassing approaches from behavioural, individual difference, and process-levels, I will present research that suggests that shows who may be more likely to take a risk, how they approach uncertainty, and the antecedent factors that may encourage risk behaviour.