Unfortunately, there are no events that you can subscribe to. My recommendation is to override the SaveChanges method in your context and make your own logic there (if you want to keep it clean, you can expose your own events)
EDIT
One of the solutions I chose for this was to allow all my objects to inherit from a common base class (e.g. EntityBase) that provides the BeforeSave () and AfterSave () methods that you can call in your custom DbContext when overriding the SaveChanges method (look at ChangeTracker for all changed records)
Polity
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