Create risk > Import risk
You have to map the data first then you will able to import the risk. You can click on the link above to go on mapping page to map the data or we can go through System > Import Mapping.
The entries that match exactly are automapped. After mapping, you can go to import risks page and select the risks to import and edit the risk description if required.
Imported risks are displayed here. You can manage the risk in risk register further.