where no third party has a hand and there is no chance of losing money.
I wouldn't go that far though. A lot of people have lost money getting their funds stolen one way or another.
I believe this is on the user ends fault. Talking about Bitcoin and the blockchain itself, the only means of losing is through its equivalent value due to the high volatility of Bitcoin and can also work the other way around which is gaining more value.
Removing the third party exchange security breach, personal errors and others from the equation, I believe hacking the Bitcoin blockchain system is very hard due to the hashes that secures it at this moment, making it one of the most secured chain of database in the world making it less possible for the fund inside the Bitcoin wallet to just disappear.