Is it a risk for the portfolio as a whole, or is it an investment risk which needs to be escalated to portfolio management?
If the latter then we can build mechanisms to escalate risks/issues and display on the portfolio in portlets and reports.
As for raising a risk for the portfolio as a whole, The quick and dirty option is to create a project called "portfolio x risks" and simply raise them there and include that in your portfolio. A more complicated but complete option would be to create objects replicating the risks/issues for the portfolio.
I'd suggest raising an idea for this functionality