If a character has a cavalry mount (be it light, heavy or monstrous), the model is treated as being of the mount's sub-category of troop type. Not unlike any other mounted model, a mounted character will have a split profile, with the following addition:
When moving, this model uses the Movement characteristic of the mount.
Improved Characteristics
Some cavalry mounts are big and tough enough that being mounted upon one will increase the character's Toughness and/or Wounds characteristics. In such cases, this will be noted within the mount's profile.