Which is exactly what happened in the financial crash. All of the mortgage investors assumed a worst case scenario of zero growth in house prices. If they had modelled even a modest decline, the fragility would have been exposed.
For the last 12 years, I have been telling anyone who would listen to me that we are taking huge risks and massive exposure to rare events. I isolated some areas in which people make bogus claims --epistemologically unsound. The Black Swan is a philosophy book (epistemology, philosophy of history & philosophy of science), but I used banks as a particularly worrisome case of epistemic arrogance --and the use of "science" to measure the risk of rare events, making society dependent on very spurious measurements. To me a banking crisis --worse than what we have ever seen -- was unavoidable and NOT A BLACK SWAN, just as a drunk and incompetent pilot would eventually crash the plane. And I kept receiving insults for 12 years!
(http://www.fooledbyrandomness.com/imbeciles.htm)
In other places I've seen Taleb acknowledge that he was not the only one who predicted the problems.
If true that's ironic, since Taleb is the first to say that the mortgage crisis and the associated problems were not black swans (they were predictable).