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> How can a data format be insecure?

XML external entities allow for arbitrary file inclusion: https://en.wikipedia.org/wiki/XML_external_entity_attack

You can make a badly configured XML parser allocate memory until it crashes: https://en.wikipedia.org/wiki/Billion_laughs_attack

You cannot host user-generated xmls on a domain without making yourself vulnerable to cross site scripting attacks. Browsers will happily execute any javascript you include: https://stackoverflow.com/questions/384639/how-to-include-ja...



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