The better news is that the market seems to be moving in the BTC direction. While I know we don't all support the underground markets, word is spreading of the benefits of our wonderful currency.
Nice! And now that you're well-known and reliable to them, they won't by-pass you either even though they could borrow bitcoins without your help, probably.
I don't really know what business you run exactly. Can you trust this new client of yours to be as reliable as you've been so far?
My clients deal in cash only and I don't move a single coin until the cash is in hand and i'm out of harms way (just in case ). So risk is almost 0.
The prices for picking up coins from my clients selling coins is set prior to the purchases most of the time. Anything not covered is hedged or I take the risk personally.