In present article there are examined the criteria of classification of financial security threats. Also, there are given characteristics of the causes and consequences of the threats. The author made conclusions about the possible and probable events that preceded the banking crisis, also there were identified external and internal threats of the financial security of the Republic of Moldova and the macroeconomic indicators, as precursors of financial instability. The author considers that foreign economic risks and unstable economic growth characterize the high probability of appearance of a crisis situation in the Republic of Moldova.