In a threat landscape that is evolving rapidly and unpredictably, we recognize that many organizations need to protect their entire ICT environment against both external and internal threats. Cyber criminals utilize various approaches to compromise their targets, such as sophisticated mixes of phishing, social engineering and malware to name a few. Critical National Information Infrastructure (CNII) is crucial to a nation because the disruption of systems and communication networks could significantly impact the nation's economic, political, strategic and socio-economic activities. Successful cyberattacks on CNII organizations can have serious and cascading effects on others, resulting in potentially catastrophic damage and disruption. For many organizations, CSIRT/CERT is responsible for responding to cyber security incidents in order to minimize the effects of cyberattacks. In view of this, CSIRT/CERT around the world should collaborate in responding to incidents in a timely and coherent manner. One possible approach is to have a collaborative initiative in malware research and a threat information sharing system. CyberSecurity Malaysia has introduced the Malware Mitigation Project as a joint effort among Asia Pacific CERT (APCERT) and Organization of Islamic Cooperation (OIC) member countries to mitigate malware threats. This paper presents a case study on collaborative malware research and a threat information sharing initiative amongst APCERT and OIC member countries. The case study presented in this paper highlights a malware threat analysis and findings from the Malware Mitigation Project led by CyberSecurity Malaysia. Such analysis provides early malware detection, whereby CNII organizations can take appropriate measures to react against malware threats. In addition, a trend landscape report is produced, which provides useful information for relevant stakeholders to protect their countries against the detrimental effects of malware intrusions and attacks.