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Sign in to the Azure portal > Site Recovery
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Click New > Monitoring & Management > Backup and Site Recovery >
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In Name, specify a friendly name to identify the vault. If you have more than one subscription, select one of them.
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Create a resource group, or select an existing one. Specify an Azure region. To check supported regions, see Geographic Availability in Azure Site Recovery Pricing Details
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If you want to quickly access the vault from the Dashboard, click Pin to dashboard and then click Create.
The new vault will appear on the Dashboard > All resources, and on the main Recovery Services vaults blade.