The article introduces a new type of risk measure called optimal expected utility (OEU) that is sensitive to changes in financial risk. It also suggests a method called implied risk aversion for rating retail structured products, which considers both potential gains and losses. The study shows that OEU is coherent for certain types of utility functions and can identify attractive investment products. Additionally, the research explores the consistency of dynamic risk measures over time, providing insights into how these measures relate to static risk measures.