What is the risk of losing the original bill of lading?

Make a copy of it as soon as you get it. But if you loose it anyways, then request it from the supplier. I am sure they will have no problem giving you another copy.

On such incidence , you need to visit your shipping Carrier and request for a duplicate bill of lading via indemnity bond stating that you have lost the original bill of lading and will bear all the costs, pilferage , damage and etc by yourself if in case your good is found to be in that state .

You also need to ensure in the indemnity bond stating if found the original copy , you will return it to the shipping carrier 

Hope you got a better answer ,

Have a nice day ,