What you have access to is not just what you have direct permissions to. The other day I needed to copy some backups from one location to another. Unfortunately my network id doesn’t have access to either location. Guess what does though. The service account running the SQL Server instance where the backups were taken. Now, since I’m a sysadmin on that instance when I use xp_cmdshell it uses that service account. I don’t have to know the password or log in as the service account, xp_cmdshell will do it for me.
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