Undoubtedly our own governments, although indirectly, and especially if you live outside major population centers. If anybody is killed in the west by IS where is it likely to be? It will either be a murder that's difficult to tie down to IS or a terrorist attack in the middle of a large city, so stright away if you are rarely in the middle of London, New York etc the risk is already negligible (not that I would say you're at much risk even in those places).
On the other hand, one could say that the government indirectly poses a risk to us all. For example, while they don't have a bottomless pit of money, hospitals are inherently dangerous (as is their nature), and with additional funding they should be safer (a single night in hospital carrying a risk of something like 74 micromorts). Similarly, especially in rural areas, better quality roads would marginally increase life expediencies (currently travelling ~230 miles carry's a risk of 1 micromort, and as an aside, the UK government wrt road improvements statistically values a life at only £1.6m). And there are, obviously, many many more things.