Is the percutaneous transhepatic cholangiography a risky thing to do?

No, but... There are less invasive ways to image the biliary tree, like ultrasound, ERCP (by a gastroenterologist) and mrcp (mri). If there is some blockage, drainage can usually be achieved by a gastroenterologist, with percutaneous drainage reserved for cases that cannot be treated by a gastroenterologist. While percutaneous biliary imaging and interventions do not have high risk, less risky options exist.