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Evidence-Supported Credit Risk Report Generation Using News-Centric Financial Knowledge Graphs

2026-07-01 · Rocio Jimenez-Villen, Ziwei Xu, Ying Chen, Oscar Araque, Ryutaro Ichise arxiv

Financial markets evolve in response to real-world events reported in news, yet these drivers often remain implicit in text. To better explain market dynamics, event-market relations must be explicitly modeled through factual, company-centric, and environment-aware knowledge graphs. We present FinKG-News, a framework that automatically constructs such graphs by extracting news events as anchors linked to companies. Using FinKG-News as grounded evidence that integrates events, news, and company data, we develop an in-context learning architecture for credit risk report generation across three core financial dimensions. Automatic and human evaluations show that automated hallucination detection and quality assessment remain unreliable, making expert judgment indispensable. Our approach consistently outperforms baselines, improving quality by 19%-34% while reducing hallucinations. The source code and project resources are publicly available at: https://github.com/ichise-laboratory/FINKG-news.

📄 PDF Abstract BibTeX arXiv:2607.01023

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