The crash is no black swan event to the important players, it is more right at the center of the distribution.
In his 2006 published book Gabor Steingart, the chief editor of the economy part of Spiegel, wrote, the coming financial crisis in America will be the easiest to predict crisis ever (due to the horrendous double deficit of the US). Shall I believe, that lots of the investment banksters did not know there would come a crisis? How stupid could they be?

Taleb's fundamental misunderstanding is, that banksters try to create wealth for the bank's stockholders. But of course they want to create wealth for themselves. And this is done by creating a bubble.
Maybe a few really retarded people didn't get it, but unlike in academic science, in the for profit industry you don't tell the fool to stop, but you abuse the fool to take his money. So the fact, that until the end, there were a couple of fools not getting it, isn't a reason to assume, that not even quite a lot of people new, that there would be a crisis in the coming years (even if of course the time prediction indeed was not easy to do exactly, which would have increased the profit; the people who are really good at predicting, e.g. GS, however called 2006 the top, quite exactly)

Der Amerikaner ist die Orchidee unter den Menschen
Volker Pispers