ass f*****g

First of all it would be nice if you didn't use profanity here.
This could be described in better terms.
One thing that could cause a problem is bacteria. Make sure both of you are clean before hand so you do not allow any bacteria from the anus to enter her body.

Like said above, there could be bacteria. Using a condom is a bit cleaner but you dont 'need' to. Also, if you are too rough or its not wet enough in there then something could rip or tear causing bleeding and infection or more serious problems.