This work presents a study concerning the dependability of experimental autonomous vehicles in the Heudiasyc laboratory. This study confirms that the use of these vehicles involves significant risks during experiments, and that integration of a Safety-Bag component in the vehicle architecture can significantly reduce these risks. In this paper, we define a severity scale and propose a FMEA (Failure Mode Effects Analysis) of an autonomous vehicle. We also present the implementation of our safety-bag component and how it can reduce risks.