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The answer relates to the politics of your situation.
Textbook answer is: They're a vendor; treat them the same.
Practical answer will vary widely based on how important that affiliated vendor is to the parent company compared to your own entity, the receptiveness of the affiliated vendor to due diligence generally and many, many other factors.
Advice is to figure out the dynamics and tread carefully until you have the dynamics (and political implications) figured out.