Risk romp, did you say? (6)
I believe the answer is:
gamble
'risk' is the definition.
(gamble is a kind of risk)
'romp did you say?' is the wordplay.
'romp' becomes 'gambol' (synonyms).
'did you say?' indicates a 'sounds like' (homophone) clue.
'gambol' is a homophone of 'GAMBLE'.
(Other definitions for gamble that I've seen before include "Make a bet" , "Bet money" , "Take a risk" , "Bet -- Procter's partner" , "Wager; sounds like frolic" .)