A threat model is a story of how a particular risk (e.g. AI) plays out.
In the AI risk case, according to Rohin Shah, a threat model is ideally:
Combination of a development model that says how we get AGI and a risk model that says how AGI leads to existential catastrophe.
See also AI Risk Concrete Stories
I spent ten minutes trying to find this tag, it might be a good idea to give it an easier to find name, like “Tales of AI”