Banking is one sector that has a high risk in its operations. Risk management is an effort to overcome the risks faced. Risk management seeks to manage risks to secure firms’ sustainability and to enhance performance. This study focuses on the impact of intellectual capital on Indonesian banks’ risk management performance. Intellectual capital is knowledge-based capital which is believed to have a strategic role in improving performance. Our research sample was 29 banks listed at the Indonesian Stock Exchange. By using the panel data regression technique with the Fixed Effect Model to analyze the data, this study demonstrates that intellectual capital affects risk management. In particular, structural capital and relational capital affect risk management, while human capital cannot predict risk management.