Several application domains targeted by systems of systems (SoS), like defense, healthcare, transportation, are critical domains. So, securing such SoS is mandatory. Even if risk management frameworks root the analyses at the organizational, mission and business process levels, how to effectively integrate risk management and mission-based SoS engineering is not clear yet. In this paper, we explore how several SoS and cyber threat modeling approaches could be combined, both using a mission-based approach, and we illustrate it by a case study. Our ultimate goal is to enable the identification of the operational impact at the level of the SoS.