SSO, probably not - embedding, possibly.

If you're just worried about logging in through sso.coolcorp.com to third-party.corp using any of the normal methods (OAuth, SAML, Kerberos, etc.) then you're probably fine.

If you're worried about composing a page made up of lots of custom embedded components and those components _don't_ use SSO (or if they do, but they authenticate invisibly using an iframe instead of authenticating entirely server-side) then you may have some things to switch up.