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A threat is an unwanted (deliberate or accidental) event that may result in harm to an asset. Often, a threat is exploiting one or more known vulnerabilities.
A threat is also an explicit or implicit message from a person to another that the first will cause something bad to happen to the other, often except when certain demands are met. Often a weapon is used. Examples are a robbery, kidnapping, hijacking, extortion, blackmail.
The message may be vague and implicit in an attempt to avoid blame, including legal consequences, while still clear enough to serve its purpose.