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The development of systems based on embedded components is a challenging task because of their distributed, reactive and real-time nature. From a security point of view, embedded devices are basically systems owned by a certain entity, used frequently as part of systems owned by other entities and operated in a potentially hostile environment. The development of security-enhanced systems of embedded components is a difficult task due to different types of threats that may affect such systems, and because the security in systems of embedded devices is currently added as an additional feature when the development is advanced, or avoided as a superfluous characteristic. We present in this paper a methodology for the analysis and modeling of threats and attacks for systems of embedded components. The Intruder Model allows us to describe possible actions a potential intruder can accomplish, depending on his/her capabilities, resources, etc. Using this information, we can define a Threat Model that will specify the threats and attacks that affect different security properties in specific domains.