The main risk when trading bonds is the insolvency of the issuer that has received a technical default.
Another risk is low liquidity. That is, having bought a large package of bonds that are profitable at first glance, it will then be difficult to sell it at a favorable or at least acceptable price simply because of the lack of people willing to buy such a number of bonds.
Last but not least, it is worth taking into account the change in the value of the bonds themselves, which are subject to a variety of circumstances.
Most of these problems are absent when buying OFZ, OBR, bonds of regions.