Reinvestment risk arises when a bank has fixed rate interest-earning assets, such as housing loans, where the borrower has the right to repay those loans early. If interest rates fall and borrowers repay their loans the bank will have to reinvest the proceeds received at the then prevailing lower rates.
Banks are at risk from fraud and other criminal behavior by their staff, customers and counterparties. In some cases these actions may involve actual theft but in other cases it may simply involve the concealment of losses that do not become apparent until a later date.
A US bank with operations in a foreign country is, for example, at risk from the imposition of capital controls preventing it from remitting any profits or other funds it has in that country. In extreme cases foreign banks may even have their assets appropriated.