Kozlov, who oversaw bank licensing and led efforts to close down dozens of banks for violations of banking legislation, particularly on money laundering, was shot on September 13, 2006. He died the next day in hospital. His driver, who was also shot, died at the scene of the shooting.
Prosecutors arrested Alexei Frenkel in January as the chief suspect in the murder. Kozlov closed down Frenkel's VIP-bank three months prior to the killings.
Following his arrest, Frenkel, who could face life in prison, published two letters accusing the Central Bank of accepting bribes in exchange for allowing banks to join the deposit insurance system.
Earlier on Friday Frenkel's lawyer, Viktor Parshutkin, said his client had been put into a punishment cell for 15 days for "drinking alcohol drinks in the cell".