In spite of being an important software activity, many software organizations present difficulties in managing risks. This happens mainly due to their low maturity level, and because Risk Management is a complex and knowledge intensive task that requires experienced project managers, which many times are not available. In order to overcome this barrier, novice software engineers must learn how to perform this task, and organizational knowledge concerning it can be very useful. In this paper, we present a knowledge management approach to support organizational learning in Risk Management.