it depends how much risk you can take or which sums of money you leave in the exchange on a wallet you don't have the private key for. For me it's always a big risk because it's not my wallet even if i think the exchange is a good friend. If something goes wrong there you have the trouble maybe among a whole crowd of customers which have been robbed in a hacker raid folding their hands to get there money back. You have good nerves @sunmaker! ;)

Yesterday i watched this

it can make you paranoid of everything ;)