Yup, introduced by Michelle Wucker at the World Economic Forum Annual Meeting in Davos, Switzerland in January 2013.

  "highly probable, high-impact, yet neglected threat that is obvious to many but often ignored until it causes significant damage."

  "event that is known and possible, but which is assumed to be unlikely."

[1] https://en.wikipedia.org/wiki/Michele_Wucker#Gray_rhinos

[2] https://en.wikipedia.org/wiki/Grey_swan