XX Russia Risk Conference

Moscow

October 16 - 17, 2024

The largest annual professional event for risk managers, combining state-of-the-art approaches, technologies and innovations in the field of financial risk management.

The program will include talks of the leading experts, CRO panel, analytical reviews, panel discussions and case studies from market leaders

Keynote - speakers

Nikolai Tiden

SberBank

Svetlana Belyalova

Rosbank

Alexey Kashirin

Alfa-Bank

XIX Russia Risk Conference 2023

About the conference

The annual Russia Risk Conference is a traditional meeting place for CRO, top managers in charge of risk management, risk monitoring and validation specialists, analysts and data scientists, expert practitioners in the field of credit, market and operational risk management, specialists of quantitative analysis and risk modeling departments

The program consists of 2 days

The 2-day conference program will present current and upcoming changes in the field of financial risk management, and includes the most relevant topics: a detailed analysis of macroeconomic trends and their impact on the financial sector, changes in business models of financial institutions under sanctions, discussion of scenarios for the development of the situation in the markets and forecasting risk trends, trends in risk management: socialization and globalization of risks, evolution of methods and models

Conference program

Reflects the most relevant agenda, formed on the basis of an analysis of the current situation and the main issues of risk assessment, prospects and opportunities. We will discuss: how the current realities reshape the risk strategies of financial companies, the key risks of information security, which approaches and tools today can provide the necessary speed and efficiency of risk management, the technological capabilities of a risk manager

Keynote. CRO PANEL: insight discussion session

As part of the discussion of risk directors, we will hear the opinions of leaders on the key risks of this period, discuss changes in business models and risk management trends, talk about strategic risk management and the transformation of the risk management system in financial companies, identify key external and internal risk factors, and discuss how different areas of financial business reacted to the current economic the situation, and which products have become more in demand and which are more risky

Second day program

Requirements for the operational risk management system in credit institutions and cybersecurity, a series of blitz interviews on integrated risk management in financial segments (banking sector, insurance, microfinance, NPFs, leasing, payment systems). The second block of the blitz interview: integrated risk management in industries: car-sharing companies, mobile operators, technology companies, manufacturing companies, network retail, e-commerce

Speakers 2023

Alexey Kashirin

Head of the Advanced Analytics Department
Alfa-Bank

Mikhail Matovnikov

Senior Managing Director - Chief Analyst
SberBank

Anastasia Demskaya

FRM, Head of Corporate and Financial Risk Department
Alfa-Bank

Olga Kevshina

Senior Managing Director, Integrated Risk Management Department
SberBank

Svetlana Belyalova

Director of the Operational Risk Management Department
Rosbank

Roman Mizyurin

Chief Data Scientist of Risk Hubs and General Corporate Functions
Alfa-Bank

Ivan Cherkasov

Head of the Risk Modeling Department of the Banking Regulation and Analytics Department
Bank of Russia

Nikolai Tiden

Managing Director, CDS&CDOs of the SberBank Sales Network block
SberBank

Tatyana Melnikova

Director of Risk Management and Internal Control
NLMK

Dmitry Zhabin

Chief Risk Officer
OTKRITIE Bank

Elizabeth Yasakova

Managing Director. Head of the Center for Operational Risks and Insurance
Gazprombank

Ruslan Morozov

Chief Data Scientist of the Corporate investment Unit
SberBank

Danil Trofimov

Deputy Head of the Integrated Risk Management Department, Head of the Consolidated Risk Analysis Department, Vice President
VTB

Egor Susin

Managing Director of Private Banking
Gazprombank

Andrey Sazonov

Executive Director, Head of the Non-Financial Risks Department
Renaissance Bank

Julia Simonova

Head of Non-Financial Risks
Tinkoff

Mikhail Pomazanov

Head of Validation Unit Risks Block
Promsvyazbank

Nikita Zelinsky

RnD Director of the BigData Center
MTS Digital

Anastasia Teslenko

CRO of SMEs
OTKRITIE Bank

Alexey Chebykin

Head of Validation of models and rating Systems
Rosbank

Ivan Kondrakov

Director of the Center for SME Credit Risk Models, Ph.D.
OTKRITIE Bank

Pavel Nikolaev

Head of the Department of Machine Learning Technologies
Alfa-Bank

Yuri Polyansky

Head of the Department of Development of PVR models
Promsvyazbank

Roman Litvinov

Director of the risk Department
BCS financial group

Evgeny Smirnov

Head of ML Laboratory & Chief Data Scientist
Alfa-Bank

Vadim Lomskoy

Director of the Banking Risks Department
Credit Bank of Moscow

Ivan Yarukov

Director, CIB and SMB Modeling Department, Department of Data Analysis and Modeling
VTB Bank

Veronika Gagarina

Head of counterparty, market and risk control
Alfa-Bank

Julia Zakharova

Director of Operational Risks Banca Intesa
Банк Интеза

Julia Brovkovich

Head of Operational Risk Service
MTS Bank

Denis Dodon

Director of Innovation
Alfa-Bank

Svetlana Naporova

Group CRO
Revo Technologies

Ekaterina Frolovicheva

General manager
Atomize

Since 2021, he has been managing Atomyze, an information system operator and digital financial asset exchange operator.

From 2013 to 2020, Ekaterina held the positions of Managing Director of the Center for Technological Innovation and Director of the Digital Innovation Department at Sberbank, Gazprombank and VTB. She was responsible for the adaptation of new technologies, models and tools, as well as integration with partners based on API, automation of internal processes and modernization of systems, using the best IT practices. She has worked both with established technology companies and with startups.

Previously (from 2006 to 2013), Ekaterina headed the software development center for enterprise systems and computing complexes at IBM.

From 2002 to 2004, she held various positions in oilfield service companies.

Valery Weisberg

Director of the Analytical Department
IC "REGION"

Pavel Solodun

Deputy Head of the Credit Analysis and Risk Assessment Department
Rosagroleasing

Asel Mishahina

Managing Expert of Operational Risk Management and Continuity Processes
Promsvyazbank

Maria Kolomina

Director of Risk Management
Promsvyazbank Management Company

Sergey Golitsyn

Vice President, Deputy Head of the Department of Data Analysis and Modeling
VTB Bank

Artem Danilishin

Head of the Modeling Group
Promsvyazbank

Dmitry Shipilov

Director of Corporate Credit Risk Department
Rosbank

Varvara Solodilova

Head of the Analytics Group, Direction of automation of non-financial risks
Innotech Group of Companies

Nikolai Kulikov

Member of the Board of Directors
Newton-Investments

Marianna Danilina

Head of the Research and Analytics Department
FINTECH Association

Mikhail Anokhin

Managing Director of the Risk Directorate
Credit Bank of Moscow

Alexandra Virolainen

Managing Director for Structured Finance Ratings
RA Expert

Andrey Golubov

Independent expert

Ksenia Levina

Head of API Casebook Direction
PravoTech

Vladimir Shikin

Deputy marketing Director
NBKI

Valery Mayushkin

Co-founder
AI-service UR-LI

Olga Belenkaya

Head of the Macroeconomic Analysis Department
FINAM

Denis Belyaev

Director
Technologies. Automation. Business

Nikita Volkov

Chief Analyst, Direction of automation of non-financial risks
Innotech Group of Companies

Sergey Smirnov

Board member
PRMIA Russia

Alexey Buzdalin

Director of the Center for economic analysis
Interfax

Nikolai Drukman

Commercial Director
SpectrumData

All speakers

How to become a Partner of the Russia Risk Conference 2024

Russia Risk Conference is an effective platform for promoting the interests of your company among an influential audience of risk management. Write to us at: a@conglomerat.net and we will select the optimal format for partner participation for your company
09.00 - 10.00
Registration of participants. Welcome coffee
10.00 - 11.30
SESSION #1​. KEYNOTE PANEL DISCUSSION
MACROECONOMICS 2023 & FINANCIAL SECTOR RISKS: WHAT TRENDS ARE TALKING ABOUT
Panel discussion​

Discussion theses:

  • Macroeconomic trends
  • Economic dynamics
  • External and internal factors
  • Financial and related markets
  • Regulatory Policy
  • Monetary policy
  • Consumer trends
  • Forecasting risk trends

Mikhail Matovnikov

Senior Managing Director - Chief Analyst
SberBank

Egor Susin

Managing Director of Private Banking
Gazprombank

Valery Weisberg

Director of the Analytical Department
IC "REGION"

Olga Belenkaya

Head of the Macroeconomic Analysis Department
FINAM

Nikolai Kulikov

Member of the Board of Directors
Newton-Investments
11.30 - 12.00
Coffee break
12.00 - 14.00
SESSION #2. ARTIFICIAL INTELLIGENCE
ARTIFICIAL INTELLIGENCE TECHNOLOGIES IN RISK MANAGEMENT
  • Application of ML in the financial sphere
  • LLM models
  • Model risk management
  • Reject Inference
  • Muti-head graph attention-networks
  • Reinforcement Learning
  • Predictive models
  • Neural networks in credit scoring
  • Machine Learning in Fraud Prevention
BLITZ INTERVIEW
  • Artificial intelligence vs. humanity
  • How is working with AI arranged in Alpha?
  • Potential and And in banking processes
  • The main challenges and trends in working with data
  • Generative artificial intelligence: horizons of new opportunities
  • ML solutions for NLP – Natural language processing
  • Highload. Transactional antifraud model with 3000 parameters
  • Data security and privacy
  • About the migration of some software vendors
  • HR vs. AI

Alexey Kashirin

Head of the Advanced Analytics Department
Alfa-Bank
A model for determining the probability of a client implementing a legal entity/Sole proprietor of money laundering activities

Ivan Yarukov

Director, CIB and SMB Modeling Department, Department of Data Analysis and Modeling
VTB Bank
The revolutionary path of neural networks: from credit scoring to full coverage of all core business tasks
  • Key data sources for neural networks
  • The evolution of credit scoring in Alfa-Bank
  • Transformation of production for neural networks
  • Scaling neural networks for all core business tasks

Evgeny Smirnov

Head of ML Laboratory & Chief Data Scientist
Alfa-Bank
Panel discussion

Nikolai Tiden

Managing Director, CDS&CDOs of the SberBank Sales Network block
SberBank

Nikita Zelinsky

RnD Director of the BigData Center
MTS Digital

Evgeny Smirnov

Head of ML Laboratory & Chief Data Scientist
Alfa-Bank

Ivan Yarukov

Director, CIB and SMB Modeling Department, Department of Data Analysis and Modeling
VTB Bank
Session Moderator

Ruslan Morozov

Chief Data Scientist of the Corporate investment Unit
SberBank
Session Moderator

Marianna Danilina

Head of the Research and Analytics Department
FINTECH Association
14.00 - 14.45
Lunch
14.45 - 16.30
SESSION #3. DISCUSSION INSIGHT SESSION. KEYNOTE
CRO PANEL: RISK MANAGEMENT TRENDS AND TRANSFORMATION OF THE RISK MANAGEMENT SYSTEM
Regulatory innovations: calibration on real data
  • The role of surveys in innovations
  • Further plans for surveys and load reduction
  • Questions to banks: IFRS 9 vs. Prudential reserves, PRBP in component 1

Ivan Cherkasov

Head of the Risk Modeling Department of the Banking Regulation and Analytics Department
Bank of Russia
Panel discussion
  • Changes in the regulatory framework
  • New stress scenarios
  • Changes to the credit policy
  • Risks of parallel import
  • Risk Appetite 2024
  • Models and macro allowances to reserves

Ivan Cherkasov

Head of the Risk Modeling Department of the Banking Regulation and Analytics Department
Bank of Russia

Olga Kevshina

Senior Managing Director, Integrated Risk Management Department
SberBank

Roman Mizyurin

Chief Data Scientist of Risk Hubs and General Corporate Functions
Alfa-Bank

Danil Trofimov

Deputy Head of the Integrated Risk Management Department, Head of the Consolidated Risk Analysis Department, Vice President
VTB

Dmitry Zhabin

Chief Risk Officer
OTKRITIE Bank

Dmitry Shipilov

Director of Corporate Credit Risk Department
Rosbank

Roman Litvinov

Director of the risk Department
BCS financial group

Anastasia Teslenko

CRO of SMEs
OTKRITIE Bank

Vadim Lomskoy

Director of the Banking Risks Department
Credit Bank of Moscow
Moderator of the discussion

Anastasia Demskaya

FRM, Head of Corporate and Financial Risk Department
Alfa-Bank
16.30 - 17.00
Break
17.00 - 18.30
SESSION #4. CREDIT RISKS
  • Trends in credit risk management in new conditions
  • Accounting for changes in consumer sentiment in risk management
  • Correction of creditworthiness assessment models
  • Modeling the client’s response to the actions of the lender
  • Data usage and analytics
  • Stress testing and scenario modeling
  • Regulation and regulatory aspects
  • Portfolio monitoring and management
  • Technologies and innovations in risk management
  • Credit scoring and evaluation of borrowers
  • Securing the loan portfolio
  • Optimization of lending strategies
General banking modeling platform based on MLOPS principles: tasks, processes, technologies

Pavel Nikolaev

Head of the Department of Machine Learning Technologies
Alfa-Bank
Risk-based approaches to segmentation of credit requirements for the purpose of implementing the PVR

Yuri Polyansky

Head of the Department of Development of PVR models
Promsvyazbank
AI-service capabilities for assessing the true solvency of legal entities
  • to work with the loan portfolio of the bank itself
    to provide access
  • to corporate clients of the bank in order to increase revenue from non-financial services

Valery Mayushkin

Co-founder
AI-service UR-LI
How to optimize RBL approach in scoring lending to SMEs

RBL (risk based limit) approach is widely used in scoring lending. The generally accepted approach to RBL construction is to maximize outputs when a given COR level is met, but this approach does not always ensure optimal setting of limits. There is a solution that can help set up an ideal RBL for scoring models in the SME segment, which means that you can increase the volume of outputs without additional risk. The solution was obtained through a series of numerical experiments

Ivan Kondrakov

Director of the Center for SME Credit Risk Models, Ph.D.
OTKRITIE Bank

Anastasia Teslenko

CRO of SMEs
OTKRITIE Bank
Effective scoring of default of individuals based on open data

Nikolai Drukman

Commercial Director
SpectrumData

Ksenia Levina

Head of API Casebook Direction
PravoTech
Session Moderator

Vladimir Shikin

Deputy marketing Director
NBKI
10.00 - 11.30
SESSION #1. RISK MODELING: INNOVATION PRACTICE
Formalization of activity criteria (IFRS13) of financial markets in the context of incomplete trading data

Alexey Buzdalin

Director of the Center for economic analysis
Interfax
Assessment of loss and capital savings when increasing the power of rating models
  • The bank’s income from increasing the capacity of the PD model
  • What profit does the LGD model make? Metric benefits from its development
  • The metric of saving RWA-capital of the loan portfolio from the improvement of rating models
  • Typical cases of calculations/estimates

Mikhail Pomazanov

Head of Validation Unit Risks Block
Promsvyazbank
Methods for evaluating the effectiveness of blackbox models

Alexey Chebykin

Head of Validation of models and rating Systems
Rosbank
Shibor Chinese Market Interest Rate Curve Scenario Model

Artem Danilishin

Head of the Modeling Group
Promsvyazbank
New data and new mathematics for modeling​

Vladimir Shikin

Deputy marketing Director
NBKI

Mikhail Anokhin

Managing Director of the Risk Directorate
Credit Bank of Moscow
11.30 - 12.00
Coffee break
12.00 - 14.00​
SESSION #2. OPERATIONAL RISKS AND CYBERSECURITY
  • 2023: operational risk profile
  • Sanctions risks
  • New regulations of the Bank of Russia
  • Outsourcing requirements
  • Operational reliability under IT constraints
  • Requirements for information security systems
  • Systems resilience to attacks and business continuity
  • Cyberattack risk and cyber threat insurance
Outsourcing risk management
BLITZ INTERVIEW
  • Regulatory aspects in outsourcing risk management
  • Key outsourcing risks and possible consequences for the bank
  • The area of special attention is the risks of information technology and cloud services
  • The main difficulties of outsourcing risk management
  • Methods and tools for analysis, efficiency assessment and level control
  • Cases of successful outsourcing risk management
  • International practice: regulation and decision-making in banks

Svetlana Belyalova

Director of the Operational Risk Management Department
Rosbank
Limits on risk acceptance

Andrey Sazonov

Executive Director, Head of the Non-Financial Risks Department
Renaissance Bank
Issues of data quality control in the formation of regulatory reporting on operational risks

Asel Mishahina

Managing Expert of Operational Risk Management and Continuity Processes
Promsvyazbank
How to automate everything in SUOR and gain time for rock and roll

Julia Simonova

Head of Non-Financial Risks
Tinkoff

Elizabeth Yasakova

Managing Director. Head of the Center for Operational Risks and Insurance
Gazprombank
Operational risk management system. A variant of complex motivation

Andrey Golubov

Independent expert

Julia Brovkovich

Head of Operational Risk Service
MTS Bank
GRC TAB is an analogue of foreign products with support for regulatory requirements

Denis Belyaev

Director
Technologies. Automation. Business
Session Moderator

Julia Zakharova

Director of Operational Risks Banca Intesa
Банк Интеза
14.00 - 14.45
Lunch
14.45 - 16.15
SESSION #3. INTEGRATED RISK MANAGEMENT IN FINANCIAL COMPANIES (ERM)
Panel discussion​

Discussion theses:

  • Identification of risks for 2023-2024, new significant risks
  • Risk strategies in the conditions of the macroeconomic environment and geopolitical events
  • Regulatory changes affecting risk management strategies
  • Import substitution of key IT tools
  • Operational risk management, including technological and cyber risks. Results of the introduction of regulation on operational reliability
  • Risk Management: Artificial Intelligence & Risk Manager
  • Industry innovations in the field of risk management

Svetlana Naporova

Group CRO
Revo Technologies

Pavel Solodun

Deputy Head of the Credit Analysis and Risk Assessment Department
Rosagroleasing

Maria Kolomina

Director of Risk Management
Promsvyazbank Management Company

Tatyana Melnikova

Director of Risk Management and Internal Control
NLMK
Integrated risk management tools
  • Changing risk management processes: the role of software
  • Completeness of data for decision-making: a common platform for the exchange of information of all lines of defense
  • A single platform for managing different types and levels of risk

Varvara Solodilova

Head of the Analytics Group, Direction of automation of non-financial risks
Innotech Group of Companies
16.15 - 16.45
Break
16.45 - 18.15
SESSION #4. DIGITAL FINANCIAL ASSETS
KEY RISKS AND OPPORTUNITIES OF THE DIGITAL RUBLE
  • CFA in the Russian Economy: participants and assets
  • New financial market landscape and opportunities for participants
  • CFA Regulation
  • Risks of operations with CFA
  • Sanctions risks of working with CFA
  • Cybersecurity of the crypto infrastructure
  • Impact on monetary policy
  • Preliminary results of the digital ruble platform

Alexandra Virolainen

Managing Director for Structured Finance Ratings
RA Expert

Veronika Gagarina

Head of counterparty, market and risk control
Alfa-Bank

Denis Dodon

Director of Innovation
Alfa-Bank

Ekaterina Frolovicheva

General manager
Atomize

Since 2021, he has been managing Atomyze, an information system operator and digital financial asset exchange operator.

From 2013 to 2020, Ekaterina held the positions of Managing Director of the Center for Technological Innovation and Director of the Digital Innovation Department at Sberbank, Gazprombank and VTB. She was responsible for the adaptation of new technologies, models and tools, as well as integration with partners based on API, automation of internal processes and modernization of systems, using the best IT practices. She has worked both with established technology companies and with startups.

Previously (from 2006 to 2013), Ekaterina headed the software development center for enterprise systems and computing complexes at IBM.

From 2002 to 2004, she held various positions in oilfield service companies.

October 25

14.45 - 15.30

Software for integrated risk management

We are discussing: what should be the GRC platform to keep up with the growing demands of the business

We tell you: how to manage different levels and types of risk on the same platform

We demonstrate: risk management tools and platform flexibility

Varvara Solodilova

Head of the Analytics Group, Direction of automation of non-financial risks
Innotech Group of Companies

Nikita Volkov

Chief Analyst, Direction of automation of non-financial risks
Innotech Group of Companies

October 26

14.45 - 15.30

Import substitution and innovations in automation of operational and credit risk management

We will tell you how to simultaneously solve import substitution and regulatory issues using the TAB system:GRC Accounting for risk events.

 

Let’s talk about the use of AI technologies to reduce risks when working with a loan portfolio based on a legal service. We will discuss how the service helps in the operational assessment of the value of the portfolio when it is sold or acquired, as well as the possibilities of the platform for determining the limit for the provision of short-term and long-term loans.

 

Let’s touch on the topic of preventing the write-off of problem debts and determining the expediency of recovery work. And we will not just tell you, but show you how the service works with concrete examples in real time

Denis Belyaev

Director
Technologies. Automation. Business

Valery Mayushkin

Co-founder
AI-service UR-LI

How it was

Video

Anastasia Demskaya

Otkritie Bank About the discussion "Trends in risk management and transformation of the risk management system"

Mikhail Anokhin

Credit Bank of Moscow About the RRC 2022 Conference

Moments

News

PJSC Promsvyazbank (PSB) is a Strategic Partner of Russia Risk Conference 2023. PSB is a Russian bank founded in 1995. The headquarters is in Moscow. It is included in the list of systemically important credit institutions compiled by the Bank of Russia, and is also among the TOP 10 banks in the country in terms of assets. Since 2019, the PSB has been a reference bank for carrying out operations under state defense orders and large government contracts.

All news

Want to speak at Russia Risk Conference 2024?

You want to become the speaker of the international risk conference Russia Risk Conference 2024. We are always open to proposals for participation in the program for the most interesting and relevant speeches. Please write to us at: a@conglomerat.net

Participation Conditions

The 2023 conference took place. We are waiting for you at the 2024 conference!

OFFLINE

Full-time participation in the conference
1 member

55 900 ₽

2d member

47 000 ₽

Follow-up members from the organization

+ 37 000 ₽ for each

SPECIAL CONDITIONS

To participate in a group of 6 people or more
For companies planning to participate 6 or more people, we have a special offer

ONLINE
BROADCAST

The broadcast is available from a single IP address
1 connection

31 000 ₽

Connection to the online broadcast is done by an individual password

Participate at the Conference

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Registration rules

Fill out the form and submit your request
The organizing Committee will contact you soon. To speed up registration, attach payment details to the application and specify the number of participants

Connection

You can connect to the online broadcast of the conference using an individual password received after registration.
Please note!
The conference broadcast will be available from a single IP address.

World Trade Center

Moscow,

Krasnopresnenskaya nab., 12

Krasnopresnenskaya nab., 12

Organizers and Partners

Conglomerat Projects