To configure repository risk settings go to Configuration > Risks.
You can't find the configuration for Risks, despite you are in a group of administrators you think should have all required permissions?
You still probably miss the required permission. The new configuration section is controlled by a new permission and you will need to enable it for the appropriate group(s).
- Open Administration > Security Roles
- Go to the tab Repository Roles
- Expand the roles you want to change and enable Manage Risk Configuration
The permission is only required to configure repository wide risk settings. It is not required for normal end users.