Oh Yes: Vanillaware knows how to get their New Years on! (Probally NSFW)

[BlkPaladin]

EDIT: Based on the items in her hands, the best I can come up with is this.

 

I'm guessing she is suppose to be Durga.

http://www.sanatansociety.org/hindu_gods_and_goddesses/durga.htm

 

But as to what type of event not a clue.