From Fallen London Wiki

with banditry 3, defences 6 and a city at burrow, the challenges are:

dangerous 8 | 7 | 6 | 5 | 4 | 3 | 2 | 1 | 0:

london: 2% | 2% | 2% | 1% | 1% | 1% | 0% | 0% | 0%

ealing: 3% | 3% | 2% | 2% | 1% | 1% | 0% | 0% | 0%

jericho: 6% | 5% | 5% | 4% | 3% | 2% | 1% | 0% | 0%

evenlode: 22% | 20% | 17% | 14% | 11% | 8% | 5% | 2% | 0%

all the rest: 100% | 100% | 100% | 100% | 100% | 100% | 100% | 60% | 0%

if i were to guess, it doesn't vary with city location, and the last set all have the challenge level just set to be 1. the others may vary with defences/banditry though