While performing Risk Based Authentication flow, we are observing the following errors in the shim log.
Tue Jun 07 10:57:42.853 2016 INFO: pid 2508 tid 8552: 0 Connected to State Manager
Tue Jun 07 10:57:47.861 2016 ERROR: pid 2508 tid 8552: 0 Unexpected response from State Manager, code: 
Tue Jun 07 10:57:47.861 2016 ERROR: pid 2508 tid 8552: 0 Failed to create Token
Tue Jun 07 10:57:47.861 2016 LOW: pid 2508 tid 8552: 0 End ShimController::createToken
Tue Jun 07 10:57:47.861 2016 ERROR: pid 2508 tid 8552: 0 : Failed to create token, redirecting to https://<host>/AdvAuth/shimerror.fcc
Component: AuthMinder( Arcot WebFort)
From the log it is evident that the Adapter SHIM component is not able to connect to the State Manager and that is causing the behavior.
Please follow the below steps to fix the issue.
Other reason that this issue may happen is because the SHIM DLL/.so file is not the correct one loaded by the Policy server. Please see below document link and look for "Deploying Authentication Shim for 64 bit"