Processes of globalisation, liberalisation and concentration of the financial capital, have generated new outlines of a world economy. The financial convergence as a new phenomena of contemporary financial system presupposes assimilation of banks, insurance, investment, pension funds, etc. and allows three basic forms of financial conglomerates coexistence: bankassurance, assurfinance, allfinance, meaning transition from product-oriented to client-oriented strategy of the integrated financial products sales. Financial conglomerates create specific risk management strategy which regulates: consumption market risk, potential conflict of partners’ interests, informational technologies risk, deregulation risk.