Hi, Saheed.
The risk depends upon the capability and performance of the origin, or origins (ie: your webservers) on the back end.
The Cache Shield is designed to be a single point of requests for resources to your websites, as opposed to the thousands of requests that you will receive from around the world from different Imperva IPs when Cache Shield is disabled.
In other words, if your webservers can handle the load, it is not a risk.
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Jaired Anderson
Imperva
https://www.imperva.com/------------------------------