The risk in defensive play of playing to the wall is the extraordinary high point count that you will be carrying, should you lose the hand. In fact, when attempting to take a hand to the wall, your point count will usually be three to four times the amount that it would be normally, since the odds represented by this potential are three or four to one. Therefore, it would only make sense for you to play this hand to the wall if the odds favoring your completing a wall hand are greater than four to one.
In order to determine the odds for or against your being able to complete a wall hand you can look at this example. You have reached the point where there are only 10 cards left in the unused portion of the deck. From the play of the hand and the discards already made, you believe that your opponent is holding a combination consisting of J♣, J♠, and the Q♠, plus seven-melded cards. Your defending hand consists of the 10♠, K♠, J♦, and the J♥. In this case, you have his hand dead and it is a simple matter to take this hand to the wall. Unless, of course, you are playing a high knock and your opponent decides to break his combination and play for the pick of three small cards in order to knock his hand within the next four picks.
In this case you have no remedy unless your memory has served you well and you realize that in the remaining 10 cards of the deck there are not three cards left small enough to enable him to knock his hand. Also, since you are not able to read the back of cards, and arrive at your conclusion of his holding by deductive reasoning, there is always the chance that you could be wrong. If he is not holding this particular combination you should be aware of every card that has been played up to this point plus the cards that you are holding so that you have full knowledge of what cards that have not yet been used.
From this knowledge, you should be able to determine what the possibilities are of his holding any other combinations of cards that could result in a winning hand. If you start with the assumption that the three-card combination you considered to be in his hand actually remains in the stock there are only seven other unused cards that could possibly be used for a winning meld. It may be that there is no combination whatsoever of these seven cards that could result in a meld. In this case, you are equally safe in taking this hand to the wall. If there is one combination left in the stock and if you measure this one against all the possible combinations of the remaining 10 cards you may find that the odds are 20 to 1 against his winning the hand. The one winning card may be in the last two cards or may be one of your four picks from the deck. Your opponent may also pick one of the two missing jacks and be forced to break his own combination rather than throw it to you. As many as six of the remaining cards may be used to form winning melds for your opponent, which would very seriously effect the odds favoring your ability to take this hand to the wall.
There will be occasions where you will be playing a hand that you must gin while your opponent is playing to the wall. In this case he will try to throw you only dead cards, which means that your best chance of developing melds will come from your stock picks and not from the discard pile.