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Connecting To Power BI Report Server Using SSMS

Koen Verbeeck shows how to connect to a Power BI Report Server instance using SQL Server Management Studio:

Sometimes you want to connect to a report server instance using Management Studio, for example to create a new security role or modify an existing one. Recently I tried to log into our newly installed Power BI Report Server (March 2018 edition). I was greeted with the following error:

The Reporting Services instance could not be found.

Read on to see how to solve this problem.