Are there any risks to use native sql in ABAP to access external DB

here is a requirement to use native sql in abap program to access external DB to load some data into sap. Are there any risks and effects which SAP not recommend ?
Can anybody show some official document to me because I want to know some risks and dangerous to report to my manager..thanks very much.

hi Anversha s 
thank you for your reply
I means what's the risk when to use native sql to access external DB..
can you show me some examples about open sql which is used to access external DB...
Now I am investigating the technique about the connection
between SAP (by abap program) and external DB...the supporter suggestion is to use native sql to access external DBs.but my manager is afraid of the risks when to use native sql,So I have to report the effective document (example: SAP official document) to explain  to my manager.
thanks very much

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