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Financial Times: The near-obsession with defending the rating has ensured that where the bank loan involves any risk.....

The Guardian: This is not at all to say that we should demonise youth sport but rather that we often allow kids to do things that involve risks simply because they want to.

See here: I wasn't able to find any reliable well-edited newspaper that use "involve any risks" (in plural) and this is ensured by Google Ngram

I feel that I miss something here because they use the plural version to convey the general meaning of risks in "involve risks", and then they used the uncountable version of risk to also convey the general meaning of it in "involves any risk". But no one says "involves any risks" although you cannot use the singular form here. Is there is some grammar that I don't understand or it is just another special case?

  • Risk can be either "countable" (There is a risk, There are some risks) or "uncountable" (There is some risk, There's a certain amount of risk). – FumbleFingers Reinstate Monica Sep 28 at 15:19
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From your question you understand that risk is both a noun and a mass-noun (uncountable). One of the definitions in the Oxford English Dictionary we find is specifically used as mass noun:

1.5 [mass noun] The possibility of financial loss.

‘the Bank is rigorous when it comes to analysing and evaluating risk’

When used in the context of financial loss we expect the mass noun (uncountable noun) should be used. This is why the Financial Times quote uses any risk.

In the more general case, in terms of using 'any risk' and 'any risks' we see that "any risk" is used roughly three time more than "any risks". I also looked for other phrases involving any and a noun that can be bouth a countable noun and a mass noun. I chose cake/cakes and choice/choices and in each case the mass noun (singular form) is used significantly more than the plural form of the (countable) noun. (Source: Google Ngram)

So for English as used (reported by Google Ngram) we see that when a noun can be both a countable noun and a mass (uncountable) noun it is normal to use any with the uncountable noun, but using the plural form of the countable noun is also used less frequently.

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