XVIII Russia Risk Conference

Moscow

October 20 - 21

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

Alexey Lobanov

Bank of Russia

Mikhail Matovnikov

SBER

Anastasia Demskaya

OTKRITIE Bank

XVIII Russia Risk Conference 2022

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

Alexey Lobanov

Director of Banking Regulation Department
Bank of Russia

Olga Kevshina

Senior Managing Director, Integrated Risk Management Department
SberBank

Vladimir Varivonchik

Senior Vice President, Director of the Corporate Business Risk Department
OTKRITIE Bank

Mikhail Matovnikov

Senior Managing Director - Chief Analyst
SberBank

Danil Trofimov

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

Sergey Kapustin

Deputy Chairman of the Board
Asian-Pacific Bank

Elizabeth Yasakova

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

Anastasia Teslenko

CRO of SMEs
OTKRITIE Bank

Sergey Golitsyn

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

Ruslan Morozov

Chief Data Scientist of the Corporate investment Unit
SberBank

Nikolai Kulikov

Executive Vice President
Gazprombank

Tatyana Melnikova

Risk Director, Member of the Management Board
SBI Bank

Alina Silina

Executive Director, Head of Strategic Risk Management Department
Raiffeisenbank

Roman Litvinov

Director of the risk Department
BCS financial group

Anastasia Demskaya

Vice President, Director of the Integrated Risks Department
OTKRITIE Bank

Dmitry Zhabin

Head of the Integrated Risk Management Department, Senior Vice President
VTB

Egor Susin

Managing Director of Private Banking
Gazprombank

Mikhail Pomazanov

Head of Validation Unit Risks Block
Promsvyazbank

Denis Surzhko

Head of Advanced Machine Learning Algorithms of Data Analysis and Modeling Department
VTB Bank

Mikhail Anokhin

Managing Director of the Risk Directorate
Credit Bank of Moscow

Olga Kotina

Director of risk management and internal control
NLMK

Nikita Zelinsky

RnD Director of the BigData Center
MTS Digital

Alexey Chebykin

Director of the Validation Center of the Risks Block
OTKRITIE Bank

Alexey Kashirin

Head of the Advanced Analytics Department
Alfa-Bank

Oleg Solntsev

Deputy General Director
Center for Macroeconomic Analysis and Short-term Forecasting, CMACP

Pavel Razumovsky

Director of Risk and Internal Control
X5 Group

Vadim Lomskoy

Director of the Banking Risks Department
Credit Bank of Moscow

Pavel Solodun

Deputy Head of the Credit Analysis and Risk Assessment Department
Rosagroleasing

Alexander Zamulin

Head of the Risk Management Center
VSK Insurance House

Pavel Batuev

Head of the Process and Operational Risk Management Department
BCS Financial Group

Roman Tikhonov

Director of the Retail Business Risks Division
SberBank

Evgeny Stepanov

Head of Modeling Department, Retail Risk Analysis Department
OTKRITIE Bank

Alexey Volkov

Marketing Director
NBKI

Andrey Shishakov

Board member
PRMIA Russia

Alexey Masyutin

Academic Director of Financial Technologies and Data Analysis Program
HSE

Alexey Buzdalin

Director of the Center for economic analysis
Interfax

Igor Shcherbakov

Executive Director of Data Research, Management of Tools and Models
SberBank

Vladimir Shikin

Deputy marketing Director
NBKI

Sergey Ivliev

Board member
PRMIA Russia

Artem Danilishin

Head of the Modeling Group
Promsvyazbank

Alexey Ryabykh

Managing Director of the Office of Advanced Machine Learning Algorithms
VTB Bank

Yuri Barmotin

Head of the Intellectual Services Management Directorate
Orange Business Services Russia & CIS

Ilya Polymatidi

All speakers

How to become a Partner of the Russia Risk Conference 2022

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
SESSION #1​
KEYNOTE. PANEL DISCUSSION
MACROECONOMICS 2022 & FINANCIAL SECTOR RISKS: WHAT TRENDS ARE TALKING ABOUT
  • Macroeconomic trends
  • Economic dynamics
  • External and internal factor
  • Financial and related markets
  • Regulatory Policy
  • Monetary policy
  • Consumer trends
  • Forecasting risk trends

Olga Kevshina

Senior Managing Director, Integrated Risk Management Department
SberBank

Egor Susin

Managing Director of Private Banking
Gazprombank

Mikhail Matovnikov

Senior Managing Director - Chief Analyst
SberBank

Oleg Solntsev

Deputy General Director
Center for Macroeconomic Analysis and Short-term Forecasting, CMACP
Session Moderator

Andrey Shishakov

Board member
PRMIA Russia
SESSION #2
LEADER CASES
ARTIFICIAL INTELLIGENCE - ARTIFICIAL INTELLIGENCE TECHNOLOGIES IN RISK MANAGEMENT
  • Application of ML in the financial sphere
  • Model risk management
  • Reject Inference
  • Multi-head graph attention-networks
  • Reinforcement Learning
  • Predictive models
  • Neural networks in credit scoring
  • Machine Learning in Fraud Prevention
One step away from the best AI scoring. How we implemented Multihead graph attention networks on a social graph in the task of evaluating the PD of a retail portfolio

Nikita Zelinsky

RnD Director of the BigData Center
MTS Digital
Reject Inference. Issuing loans on rejected applications​

Alexey Kashirin

Head of the Advanced Analytics Department
Alfa-Bank
Overview of the application of Reinforcement Learning for dynamic control of the cut-off threshold

Igor Shcherbakov

Executive Director of Data Research, Management of Tools and Models
SberBank

Alexey Masyutin

Academic Director of Financial Technologies and Data Analysis Program
HSE
Action effect model for targeting portfolio risk metrics

Evgeny Stepanov

Head of Modeling Department, Retail Risk Analysis Department
OTKRITIE Bank
Building a model risk management system
  • Model risk. Definition
  • Management methods
  • Model risk assessment

Alexey Chebykin

Director of the Validation Center of the Risks Block
OTKRITIE Bank

Sergey Golitsyn

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

Ruslan Morozov

Chief Data Scientist of the Corporate investment Unit
SberBank
SESSION #3
DISCUSSION INSIGHT SESSION. KEYNOTE
CRO PANEL: RISK MANAGEMENT TRENDS AND TRANSFORMATION OF THE RISK MANAGEMENT SYSTEM

Discussion theses:

  • Import substitution of key IT tools of the risk management system
  • Models and macro allowances to reserves
  • Identification of risks for 2022-2023, new significant risks and ways to assess them
  • Rethinking market risks during the period of sanctions restrictions and early termination of PFI transactions with non-residents
  • Determination of the fair value of market instruments during the absence of markets

Vladimir Varivonchik

Senior Vice President, Director of the Corporate Business Risk Department
OTKRITIE Bank

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

Sergey Volchek

Head of the Integrated Risks Department
Alfa-Bank
Session Moderator

Anastasia Demskaya

Vice President, Director of the Integrated Risks Department
OTKRITIE Bank
SESSION #4
CREDIT RISKS
  • Correction of creditworthiness assessment models in new conditions
  • Interpretability of data
  • Key external and internal factors
  • Macroeconomic predictive variables
  • Regulation: how the law on credit histories has changed

Mikhail Pomazanov

Head of Validation Unit Risks Block
Promsvyazbank
Blitz interview​
  • How have the rules of underwriting and credit decision-making in the largest banks changed over the past six months?
  • How did the imposed Western restrictions affect the risk profile of borrowers in the portfolio?
  • Which segments did not behave as expected at the beginning of the development of events?
  • How long will it take to adapt statistical (rating, scoring) models of credit risk assessment to the new reality?

Mikhail Anokhin

Managing Director of the Risk Directorate
Credit Bank of Moscow

Artem Danilishin

Head of the Modeling Group
Promsvyazbank
A new format of credit history and obtaining information about average monthly payments (SSP) in the "one window" mode

Vladimir Shikin

Deputy marketing Director
NBKI

Alina Silina

Executive Director, Head of Strategic Risk Management Department
Raiffeisenbank
Modeling the structure of shareholders in the risk assessment of corporate borrowers

Alexey Buzdalin

Director of the Center for economic analysis
Interfax
Session Moderator

Vladimir Shikin

Deputy marketing Director
NBKI
The results of the development of banking regulation over the past 10 years and the latest trends. Analytical review

Alexey Lobanov

Director of Banking Regulation Department
Bank of Russia

Alexey Ashurkov

Risk Director
Home Credit Bank

Tatyana Melnikova

Risk Director, Member of the Management Board
SBI Bank

Olga Yudakova

Head of the Risk Directorate
Credit Bank of Moscow

Vladimir Varivonchik

Senior Vice President, Director of the Corporate Business Risk Department
OTKRITIE Bank

Roman Litvinov

Director of the risk Department
BCS financial group
Case: Risk-oriented Business and Client-centric Risks

Nikolay Astashkin

CRO of Retail Risks
Sber Bank

Sergey Shirokov

Director of the "Borrow and Save" division
SBER
11.00 - 11.10
Technical break
SESSION #1​
OPERATIONAL RISKS AND CYBERSECURITY
  • The main challenges of financial organizations
  • New regulations of the Bank of Russia
  • Requirements for information security systems
  • Systems resilience to attacks and business continuity
Cyberattack risk and cyber threat insurance in 2022
  • Drivers of changes in the level of cyber threats in 2022
  • The situation on the cyber insurance market
  • Approaches to assessing the risks of cyber threats

Alexander Zamulin

Head of the Risk Management Center
VSK Insurance House
BLITZ INTERVIEW
  • Unification of common approaches to operational risk management for different types of supervised organizations (NFO, credit organizations, insurance companies, etc.). Are there prerequisites and/or the need to extend stricter requirements to other market participants (for example, 716-P)?
  • The prospect of monetization of downtime in processes, due to the introduction of regulatory requirements for continuity parameters – through reserves or penalties to customers
  • Data management for evaluating the effectiveness of risk systems and processes – resource management model

Pavel Batuev

Head of the Process and Operational Risk Management Department
BCS Financial Group
BLITZ INTERVIEW

Elizabeth Yasakova

Managing Director. Head of the Center for Operational Risks and Insurance
Gazprombank
SESSION #2
INTEGRATED RISK MANAGEMENT IN FINANCIAL COMPANIES (ERM)

A series of blitz interviews with risk directors

  • INSURANCE
  • BANKS
  • MICROFINANCE
  • LEASING
  • NPFs
SESSION #3
INTEGRATED RISK MANAGEMENT IN INDUSTRIES AND SEGMENTS (ERM)

A series of blitz interviews with risk directors

  • CARSHARING
  • MOBILE OPERATORS
  • TECHNOLOGY COMPANIES
  • MANUFACTURING COMPANIES
  • NETWORK RETAI
  • E-COMMERCE
  • CAR DEALERS
SESSION #4
DIGITAL & FINANCE
SESSION #5
"GREEN FINANCING": ESG-BANKING

How it was

Video

XV Russia Risk Conference 2019

Отчетный ролик 15-я юбилейная конференция Russia Risk Conference

XIV Russia Risk Conference 2018

Отчетный ролик Крупнейшее в России профессиональное событие для риск-менеджеров

Moments

News

Все новости

For members of the professional community of risk managers who cannot participate in the conference in person, the possibility of online connection to the conference broadcast remains. Terms of connection and rules of correspondence participation in the “Registration” section.

Development of the Feature Store solution, a data management platform for data analysis, machine learning, and building AI-based solutions. The project has been in existence since the beginning of 2021, at the moment the MVP stage has been implemented. The Feature Store area is actively developing in 2021-2022.

PJSC Promsvyazbank (PSB) is a Strategic Partner of Russia Risk Conference 2022. 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.

Venue for RRC 2022

Russia Risk Conference 2022 will be held in Moscow, at the World Trade Center. The venue has proven itself well during the days of conferences in 2018-2021. It is the first world-class congress venue in Russia, certified according to the standards of the International Congress Association (AIPC)

Want to speak at Russia Risk Conference 2022?

You want to become the speaker of the international risk conference Russia Risk Conference 2022. 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

OFFLINE

(participation in the conference on October 20 and 21)
1 member

45 900 ₽

There are special conditions of participation for companies that have declared from 5 or more employees. After sending the application, we will contact you to discuss the terms of participation.

The package includes …

  • Full access to the business program.
  • Materials of participants.
  • Photos, presentations.
  • Meals: coffee breaks, lunch, furshet.

SPECIAL CONDITIONS

(participation in the conference on October 20 and 21) Special offer for members of the PRMIA (Sustainer/Contributor)
1 member

34 500 ₽

The package includes …

  • Full access to the business program.
  • Materials of participants.
  • Photos, presentations.
  • Meals: coffee breaks, lunch, furshet.

ONLINE

(distance participation in the conference on October 20 and 21)
1 member

29 000 ₽

The package includes …

  • Full access to the business program.
  • Materials of participants.
  • Photos, presentations.

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

Information support

Conglomerat Projects