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Does a stock index futures hedge eliminate all risk? If not, what risk remains?

Does a stock index futures hedge eliminate all risk? If not, what risk remains?

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No the stock index futures hedge does not eliminate all the risk.

The stock index futures hedge eliminate all market related risk.
The market risks like interest rate risk, equity risk, currency risk and commodity risk are eliminated by hedging.

The non-market risks are not eliminated. These risks include credit loses, fraud by companies that are in index futures, embezzlement of funds in companies, and effects of wrong valuations in estimating the correct prices, and closing or temporary stoppage in business of companies due to various reasons.

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