Log in as an admin and go to Admin -> Issues -> Issue type schemes. Find the one associated with the project you want to amend (the list of schemes shows by which projects they are used). Here, what to check is if it is only used by your project, or if it's shared.
If it's shared, you need to consider copying the scheme to a new one, and associating the new scheme with the project. If it is not shared (or it is shared only with projects you want to add the risks to), you can just work with it directly.
If you do need to change the scheme for a project, go to the project and look for the admin functions (again, while logged in as an admin), and you should find the "select new scheme" option
Once you know which scheme to alter and have set up the project(s) to use the right ones, just descend into the scehme and add "risk" into it.
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