Equestrian Grand Slam

There are assorted accomplishments titled a "Grand Slam" in equestrian competition:

The Grand Slam of American horse racing, winning the U.S. Triple Crown and the Breeders' Cup Classic
The Grand Slam of Show Jumping named Rolex Grand Slam of Show Jumping
The Grand Slam of Eventing named Rolex Grand Slam of Eventing

Grand Slam of Show Jumping

The Grand Slam of Show Jumping, named Rolex Grand Slam of Show Jumping, was created in 2013. It brings together the four Majors, and refers to the achievement of winning all four:

The CHIO Aachen in Germany
The Spruce Meadows "Masters" in Calgary in Canada
The CHI Geneva in Switzerland
The Dutch Masters in Den Bosch in Netherlands

Grand Slam of Eventing

The Grand Slam of Eventing, created in 1998 brings together the three Majors, and refers to the achievement of consecutively winning all three:

Kentucky Three Day in Lexington, Kentucky, United States
Badminton Horse Trials in Gloucestershire, England
Burghley Horse Trials near Stamford, Lincolnshire, England