Markets have fat tails: moves of five or more standard deviations happen far more often than a normal distribution predicts. Crashes, flash crashes, currency depegs, and overnight gaps are tail events.
Tail risk is why leverage limits and portfolio-heat caps matter even when a strategy looks safe. Strategies that sell options or volatility earn steadily and lose everything in the tail.
Example: in January 2015 the Swiss franc rose about 30% against the euro in minutes when the peg was removed. Forex traders with normal-looking stop-loss orders were filled 20% or more below them and several brokers failed.
Related: volatility, leverage, portfolio-heat, gap