For one thing, the set of stakeholders of central banks is broader. In particular, it includes political decision makers (in governments, parliaments etc.) and the general public as citizens, money-holders, voters and taxpayers. In addition to being larger, the interests of these political constituencies in the central bank are more complex and many-sided than the interest of the stakeholders in a commercial bank.
Communication and transparency about financial risks is of course only one facet of the central bank's general communication tasks. Another facet is policy transparency. Actually, these two are closely intertwined: experience shows that it is clearly necessary, in order to maintain public trust in the central bank's monetary policy and liquidity-supplying operations, to be clear about the reasons and consequences of the policies.