|
Mohamed Yagob is a Senior Economist within the Non-Banking Financial Stability Surveillance and Risk Assessment Department at the Central Bank of Malta. His interests focus on non-bank financial intermediation, including crypto-asset service providers, lending, electronic money institutions, financial auxiliaries and payments, in addition to AI risk and its implications for financial stability. He is also actively working on applications of artificial intelligence in central banking, data quality and supervision, with an emphasis on building retrieval-augmented generation systems, fine-tuning small and large language models, prompt engineering, and the forward deployment of AI tools within supervisory workflows. He is further interested in extreme value theory, regime-switching volatility models, and machine learning methods for systemic risk analysis. He holds a Bachelor of Science (Honours) in Actuarial Science, a Master of Science in Mathematical Sciences (Data Science), and a Master of Science in Finance and Insurance.
|
|