A good and interesting question! @MaximEck's answer has a lot of good points, which I will not repeat, but rather try to complement.
My credentials for this answer: I formerly worked at a large engine OEM and was personally involved in the certification of many different engine models.
First, I want to clarify the definition of "certified". I think there may be an implicit assumption in the question, and maybe MaximEck's answer too, that "certified" is synonymous with "tested". It is not. "Certified" merely means that the manufactured has proved to the FAA (or EASA, or whatever regulatory agency) that the engine complies with all the pertinent regulations. For some regulations, the manufacturer might show compliance by a full engine test, but for other regulations it might be by a component test, an analysis, or comparison to another certified engine.
For FAA, the necessary regulations are 14 CFR part 33 (https://www.ecfr.gov/cgi-bin/text-idx?node=pt14.1.33&rgn=div5)
For example, part 33.62 Stress analysis reads
A stress analysis must be performed on each turbine engine showing the design safety margin of each turbine engine rotor, spacer, and rotor shaft.
So, are rotor disks certified against disk burst? Yes they are. But they are certified by analysis, not necessarily by test. Now, the analysis here is extremely detailed. There may be a team of multiple people that spend years (years!) running the analysis to prove to the FAA that a given disk design is okay.
The other thing to clarify is a "contained" failure versus an "uncontained" failure. I think MaximEck was trying to get at this but said "certified" instead of "contained". A fan blade failure, if it does occur, is required to be contained, (and it is generally required to demonstrate that containment by test):
§33.94 Blade containment and rotor unbalance tests.
(a) Except as provided in paragraph (b) of this section, it must be demonstrated by engine tests that the engine is capable of containing damage without catching fire and without failure of its mounting attachments when operated for at least 15 seconds, unless the resulting engine damage induces a self shutdown, after each of the following events:
(1) Failure of the most critical compressor or fan blade while operating at maximum permissible r.p.m. The blade failure must occur at the outermost retention groove or, for integrally-bladed rotor discs, at least 80 percent of the blade must fail.
There is no such containment requirement for disks (the simple reason is that containing a disk failure would require a structure so heavy that the airplane would not be able to fly... or at least not in any economically feasible way).
Now, we know, from MaximEck's answer that although extremely rare, it is not unheard of for disks to fail and bladeout events to be contained. There can be many reasons for this and I will not go into it here. But the fact that this does occasionally occur does not mean that the engines weren't certified to all applicable regulations.
To address some of the other points:
Are the engines certified for all failure possible ?
No. There are a number of possible failure conditions that are not covered by any regulations. These are, however, so exceedingly rare that you generally do not need to worry about them, although they are admittedly "possible".
For example, military engines are often required to pass a "live fire" test (https://apps.dtic.mil/dtic/tr/fulltext/u2/a528013.pdf), showing that they can survive even if you shoot bullets at them, but commercial engines are not. You can conceive of many possible failure scenarios when shooting at an aircraft, but since that is very rare for commercial engines, it's not covered.
If not what would be the most sever engine failure possible on modern engines ?
Fan blade out is generally considered to be the most severe contained failure possible on large commercial turbofan engines, with rotor disk burst being the most severe unconstrained failure.