Becoming a loan shark is really risky, there are so many consequences you might get doing that. Setting up a gambling site would be better, though a lot of work you must make first to gather players.
I prefer to build a gambling website which can accommodate the gamblers to play many gambling games. I will give the best services to them so they can stay for a long time and of course, that will provide me with a profit too. When we want to lend some money to gamblers, we need to think that they cannot always pay back the money because their chance to win will not be too big. And even they might not pay back the money with anything because they lose everything in gambling.
Lucky for you if it is going to be what you wanted it to be, there is a lot of gambling sites out there that have bigger reputations, if you are going to build one, you have to be sure that you are going to stand out and outshine them, to attract the players, if not, then you are probably just going to lose your capital that you are going to use to build your ideal gambling sites.
You need to have a plan if you are really serious about it, think of something in the long time to be fully prepared, and of course you need a bigger funds for it.
In the long run as an owner of a gambling site, you will earn some money. It's always a risk because you need to hook up customers first and you are investing in your own gambling site by funding it and maintaining the gambling site by paying it's domain and other fees that is necessary.