In this paper, we take a distributed architecture called Semantic Room (SR) which is capable of correlating events coming from several organizations participating in the SR, developed in the context of the EU Project COMIFIN, and we add privacy capability to the SR.. The SR architecture consists of Edge Gateways deployed at each financial institution and a set of private clouds that form the SR collaborative processing system (CSP). Edge Gateways perform data pre-processing and anonymize data items, as prescribed by the SR contract, using Shamir secret sharing scheme. Anonymous data are sent to the CPS that aggregates information through MapReduce-based computations. The anonymous data resulting from the collaborative computation are revealed to the financial institutions only if suspicious cyber threat activities are detected. In this paper we show how this SR can be leveraged for detecting Man-In-TheBrowser attacks.