Reference:
http://www.rebeladmin.com/2018/09/step-step-guide-configure-risk-based-azure-conditional-access-policies/
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/concept-identity-protection-policies
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/concept-identity-protection-risks