What are the risks of having renal angioplasty?

Numerous. The major ones: bleeding into torso leading to severe anemia/major surgery/death, artery damage, debris downstream to kidney, torso &/or legs, tear kidney artery, kidney damage (despite goal to improve kidney function and reduce high blood pressure). If done with great care, people sometimes improve & I have done a number with these results. The many complications are why experience is important.
Clot or rupture. I presume an arterial narrowing is the issue. Be sure the indications for this therapy are clear. The risk, benefits, and options should be explained completely to the patient.