Typically, a risk analysis may identify and document sensitive and confidential information regarding threats, vulnerabilities, assets and their valuation, etc. The intrusive nature of the risk analysis process makes it difficult for researchers (or students) to gain access to scenarios from operational organizations for evaluating (or training on) risk analysis methods. In order to resolve these issues, we propose Case Study Role Play (CSRP). We elaborate the use of CSRP in combination with the Conflicting Incentives Risk Analysis (CIRA) method to analyze privacy risks to an end-user from using the eGovernment service. This paper contributes by demonstrating how CSRP helps to establish a platform for doing risk management related research and training in a 'reasonably' realistic environment, where confidentiality, sensitivity issues, red tape and the need for permissions do not create roadblocks. Furthermore, CSRP ensures that the time and resources needed to set up the required environment is low and predictable.