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M.E.F.I.M. plus
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M.E.F.I.M. PLUS is a complementary product to the MEFIM model offered by GRETA Consulting. It provides a forecast for the term structure of interest rates for the Euro zone. 
With the birth the of the European Monetary Union, three important macroeconomic areas emerged making this product a necessity for institutional investors operating in this new economic environment.

M.E.F.I.M. PLUS is concerned with the following variables:

    1. interbank interest rates (Euribor) on deposits in Euro for all maturities (from EONIA to the 12-months rate). These rates are the short term portion of the yield to maturity curve;
    2. the term structure of the swap rates (in Euro) for all the maturities (from 2 to 30 years). These are the medium/long term portion of the yield curve;
    3. interbank interest rates (Libor) for deposits in Dollars, Yen, Sterling Pounds at 1,3,6,9,12-months maturity

 

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