Hello Garg,
You can use the report Risk and Control Matrix.
See if the description satisfies your needs:
"This report provides information on control and risk matrix. You can find out what risks specific controls are covering, under different risk models (Subprocess – Accounts Group and Assertions – Risk – Control; Subprocess – Control Objective – Risk – Control; Subprocess – Risk – Control)."
You can find this report under NWBC -> Master Data.
Best Regards,
Fernando