Chris B, you are right in one way, however, health and safety is the responsibility of both the organisers and the band. Both will therefore have to do risk assessments, both have the responsibility to reduce risk to a reasonable level.
The members of the band are the experts in what they do and the organisers in what they do.
Just look at what you do and assess the risk to yourselves and others and introduce appropriate controls to reduce that risk to a "reasonable" level.
What you do should not conflict with what the organisers do and vice versa, it is also the duty of the organisers to advise you of any "significant risk(s)" to the members of your band through their activities.
Risk assessments are not too complicated and technically should only need to be written if there are more than five "employees". However many Local Authorities and other organisations insist on written risk assessments in order to demonstrate that they have been carried out.
As Alan stated a major risk is regarding your electrical equipment, you must ensure it has been examined by a "competent person"
The advice above from the Folk Police and Alan Day is very good advice and you should not have a problem if you follow it.
One of my duties is the enforcement of health and safety at functions such as that described by Alex and I am sure if the advice above is followed by a folk band at a function, I was attending in an official capacity, I would be pleased.
Hope this helps.