Global Risk is a huge military organization without a national identity and is composed of discharged soldiers of Special Forces.

It was initially founded by Sir Alex Roid, who was a retired SAS member in British Air Force. Then the Australian-born American businessman, Michael Norman, developed it in the form of a business corporation. On the basis of his principles, the expressions of a desire for peace and cooperation of the world, Global Risk is implementing a terror purge with secret operations to achieve lasting peace for the world.

However, some make accusations against Global Risk because Global Risk is relying too much upon powerful countries and their wealth without any justifiable reason as a business corporation. In fact, a number of competent members ran away while carrying out operations based on idealistic peace theories introduced by powerful countries like America or England.

The special force troop, GRX, has developed a partnership with UN X-File Bureau. The Allies operate missions effectively; the Bureau plots and plans, and GRX carry out the missions. However, their secret missions have never been exposed to inside or outside troops.