Panel discussions will be held after some of the films, which organisers hope will spur debate among the audience and speakers.
The event - which the Serious Fraud Office and Financial Markets Authority are among the partners of - is timed to coincide with fraud awareness week in November.
Festival chair Ian Tuke of Deloitte said a programme director from outside the industry helped pick films that "would get bums on seats".
While the festival's first day is invitation-only and aimed at industry participants and company executives, the second will be open to the public.
"It's so different, it's not your average ho-hum conference," Tuke sad.
The event is affiliated with the Dutch Fraud Film Festival, which Tuke attended last year.
"The key thing for me was the conversations that I saw take place between people who wouldn't ordinarily get together in that sort of setting. What you have are these documentaries that get everyone talking during the breaks and people sharing techniques that they use to detect and prevent financial crime across the public and private sector. I lost count of the number of people who were going away to do something on the back of a conversation they had or something they had heard," he said.
The full schedule is do to be released around the end of this month.