Leaders don’t fear failure. Failure is part of the job description when you accept any position in leadership. You are put in a position of making decisions and to date, no leader is one hundred percent on making good decisions! So, no, leaders don’t fear failure.
Losing? I mean, the best leaders I know hate losing. They hate losing almost more than anything else in life. In my experience as an HR and TA leader, the biggest reason I’ve seen leaders fail is they were too soft on losing. It didn’t impact them enough. They seemed to be okay with