Security problems
I used to like the analogy of entrusting your money to third party organisations (banks) instead of storing it all under your own matress or in a company safe. It was a good, effective comparison, until about eighteen months ago...
Still, myself I'm quite happy having proper professionals handling the security issues. Guys who know about security and have their defenses tested on a regular basis, just like the folks who are looking after my money. Maybe I'm too willing to let the experts handle what they're expert at, but I'm certainly not arrogant enough to assume I could do their job better than they do. Not as well as doing my own...