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Express your concern to the student citing the risk factors you have observed.
Ask about the other risk factors.
Ask about suicidal thoughts directly, use the word suicide. This does not increase the risk of a suicide occuring, in fact students are often relieved to have someone to talk to.
Assist the student to find solutions to their problems other than suicide.
Never agree to keep serious suicidal thoughts in confidence. It is important that a student with serious suicidal thoughts meet with a counseling professional so the student can receive the support they need.