Barra risk models are developed by a cross-functional team of mathematicians, statisticians, financial engineers and investment industry experts. MSCI's research, data management and production departments consists of more than 400  professionals who are constantly monitoring new securities, global market shifts and industry trends in every major world market.

Data accuracy, a crucial piece of risk modeling, is one of the elements that sets Barra risk models apart. The data used in our models is developed and refined by teams of experienced professionals who aggregate and cleanse raw data from more than 190 third party sources around the world.

• Barra Global Equity Model (GEM3) - Incorporates the latest advances in our risk methodology that help fund managers construct, manage and analyze global equity portfolios. In addition, the model offers a refined style factor lineup and provides expanded coverage that includes frontier markets.
• Barra Global Equity Model (GEM2 S/L) - Captures the effects of global common factors, such as the world market, styles, countries, industries and currencies, on portfolio return.
• Barra Asia Pacific  Equity Model (ASE1 S/L) - Introduces the concept of local scopes and local factors in addition to regional factors to enhance model accuracy and provide greater insight across a heterogeneous region.
• Barra Europe Equity Model (EUE3) - Provides a unified perspective on risk across all main European equity markets. EUE3 captures the common characteristics of the expanded European region, such as the Europe market, styles, industries, countries and currencies.
• Barra US Equity Models (USE4) - The first in a family of models to include the latest advances in risk methodology, providing institutional investors the ability to align factor structure with their investment processes.
• Barra Integrated Model - Helps risk and portfolio managers identify fundamental sources of risk across asset classes, markets and horizons
• Barra Multiple-Horizon Equity Models - Incorporate daily returns and investment horizon into the factor structure of Barra's risk models.
• Barra Single Country Equity Models - Cover the world's major equity markets - offering sources of risk and return specific to local markets.
• Barra Trading Models - Can be used by clients for managing risk over short time horizons.