With the development of event knowledge graph technology, researchers have solved the singleness problem of event graph based on temporal relationship by constructing event logic graph, but have not integrated the multiple relationships among events with time series data for trend prediction. In addition, due to the impact of COVID-19, corporate credit risks have been gradually exposed in recent years, and defaults have occurred frequently. The technology of event graph and event logic graph is mostly used for event schema induction, script induction, etc., but abundant graph knowledge is not well exploited for forecast task.To fill this gap, we construct an event logic graph by extracting various types of event relationships, such as causal relationship, sequential relationship, parallel relationship, and reversal relationship. Different types of edges among events are used to represent different relationships. Combined with the time series of corporate credit bonds, a temporal convolutional network driven by event logic graph is built, and applied to forecast corporate credit risk.We extract structured events from financial news, construct event logic graph and learn the graph knowledge. Then, the event logic graph embedding is combined with time series of bonds to forecast whether the corporate will default. Experiments show that the proposed method outperforms baseline methods in forecasting credit risk.