Depending on how your risk assessment was conducted, you should update it.

If you have established cooperation with an authorized occupational safety company, meaning if you have someone who oversees your occupational safety, be sure to inform them that employee "xy" is no longer employed by your company. By providing this information, you are helping both yourself and us, the ones who monitor your compliance with safety regulations.

All the aforementioned training certificates that you have arranged for that employee are technically the property of the company because you covered the financial cost of those training sessions.

There are different opinions in the industry regarding what to do with these documents and how to approach a former employee. Although you are not required to provide these documents to the departing employee, they will no longer need them. Unfortunately, in practice, I often encounter individuals who have undergone certain training five or more times simply because they were unable to prove that they had already completed it.

In my opinion, you should allow the departing individual to take the certification for initial fire extinguishing and (if they completed it with your company) for providing first aid. These training certifications are completed once in a lifetime and are transferable from one workplace to another, as they are not tied to your company but to the name of the qualified person. By doing this, you will assist not only the departing individual but also their future employer and the occupational safety company that monitors that employer.