In the article, the author raises the issue of the forecast of volumes of foreign currency loans granted in Poland to individual entrepreneurs on the basis of original data gathered from the National Bank of Poland, in the aspects of economic security. The research was initiated with the analysis and evaluation of time series within the volumes of foreign currency loans in Poland for individual entrepreneurs between 2012 and 2017. An outlier was detected and it was changed to the arithmetic mean of an element from the previous series and the following one. Then, the analyzed series was divided into two parts. As a result of the assessment made, forecasting was carried out, with the use of various methods, of the first part of an isolated time series composed of 60 elements and, after that, the best prognostic method was selected. Based on this method, the forecasting of the original time series was made for 2018 – 12 prospective periods.