The use of Unmanned Aerial Vehicles (UAVs) is rising constantly whether for leisure or professional purposes in civilian or Defense domains. We consider in this study small civilian aerial drones of different types, which are low cost, available off the shelf and so affordable for individuals. Simultaneously , they have also raised security concerns for critical sites such as nuclear stations, strategic locations like official buildings, crowded places as stadiums, etc. The aim of this paper is to provide a survey of the risks assessment with and for UAVs in general. Regarding the security concern we pay a specific attention to attacks that are facilitated and can benefit from an easy access to Software Defined Radio (SDR) boards that can be embedded in the UAV or in the ground segment.