But what about remote users on VPNs, you might ask? Aren't these external users going through the firewall to access internal systems through an SSO system? The answer is yes. However, because the user has to log in to the VPN first, using a separate login -- they would first have to breach the VPN before they could even attempt an SSO login breach.
With that said, your point is still valid. On the surface, SSO by definition is a single point of access and could be seen as a single point of entry for a malicious user. However, with the mitigating controls just described, I felt the risk of SSO was lower than that of a simple user ID and password system.
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