There's exchange risk as with any currency. If you exchange US dollars for Mexican pesos, there's a risk that the pesos will lose value relative to the dollar.

There's exchange risk as with any currency. If you exchange US dollars for Mexican pesos, there's a risk that the pesos will lose value relative to the dollar. Of course, the risk of keeping bitcoins is much higher than that of Mexican pesos. By the way, you seem misinformed about the way people are mining bitcoins. Nowadays it's done mostly by professionals running rigs with tons of GPUs, not by individuals who put an extra graphic card on their gaming PCs.