@Eddie - Great question. While maintaining my PMP, at least one third of the credits covers risk management, and another third in cloud best practices ( security, AI, NHI, and trust) I utilized projectmanagement.com (part of pmi.org) for excellent 1 hour on-demand courses and you can find AI risk, third party risk, etc. Also, The Cloud Security Alliance has a number of Trust Summits (3 to 5 each year) which are dished out typically as 2 hours each day for two to three days. Both of those have excellent sources for third party risk management, and provide PDUs/certificates. For emerging threats, while I use CSA, I use CISA.gov Incident Response Training and Range training that cover many topics based on NIST Cybersecurity Framework and other NIST recommendations. (cisa.dhs.gov).
I am sure many will have specific Risk certificate recommendations so I won't repeat those.
However, Venminder and most recently Ncontracts presentations on risk management, SOC 2 reports, Third party financials, and overall lifecycle for third party risk management remains a favorite as a resource to recommended to colleagues getting up to speed to assist with TPRM and due diligence within their business unit, etc.
For what your vendor can provide other than SOC2 and complete your cybersecurity / risk questionnaires, for AI vendors (directly or via their fourth parties), I am asking for CSA STAR Level 1, and STAR "Valid-AI-ted" Overview