In financial services industry, compliance involves a series of practices and controls in order to meet key regulatory standards which aim to reduce financial risk and crime, e.g. money laundering and financing of terrorism. Faced with the growing risks, it is imperative for financial institutions to seek automated information extraction techniques for monitoring financial activities of their customers. This work describes an ontology of compliance-related concepts and relationships along with a corpus annotated according to it. The presented corpus consists of financial news articles in French and allows for training and evaluating domain-specific named entity recognition and relation extraction algorithms. We present some of our experimental results on named entity recognition and relation extraction using our annotated corpus. We aim to furthermore use the the proposed ontology towards construction of a knowledge base of financial relations.