Hilchos Rechilus, chapter 5, section 3

However, if one sees from the beginning of the story that listening to it may save him from
bodily or financial harm, one may listen to the story and suspect it may be true as in hilchos
lashon hara (p. 56). But the Torah forbids believing the story. To see how to behave optimally,
see above hilchos lashon hara (p. 58).

29) If one sees clear signs that a person wants to cause him physical or financial harm even if
one has heard nothing of it from anyone, one can investigate the matter with people in order to
defend oneself. One need not be concerned that this is causing people to denigrate him.