Unfortunately, CA940 is the only one that I know of, but it does provide a comprehensive introduction to security concepts. Some members of my staff attended the course about a year ago, and brought back favorable reviews. I believe they focus much of the class time on CUA and Profile Generator. Your best bet will be this year's SAPTECH for any solid upgrade knowledge for security, that is where I play on being.
On a Tangent: I took the very old authorizations class "The SAP Authorization Concept" (CA010 circa 1995); which focused on the authorization concept and appears to be more technically motivated than the current CA940. I imagine that at some point SAP quit focusing on the SAP Authorization concept due to the introduction of mainstream PFCG (3.1G). I have always felt that understanding the authorization concept was paramount to being an effective SAP Security Analyst.