For some time now I’ve been using the Microsoft Exchange Online Powershell Module that supports Azure multi-factor authentication (MFA)  , but for an unknown reason it stopped working

When trying to connect to Exchange Online PowerShell using the code below with a global administrator account, I was getting an access denied error:

Connect-EXOPSSession -UserPrincipalName admin.bjorn@mydomain.nl
New-ExoPSSession : Create PowerShell Session is failed using OAuth
At C:\users\admin\adppdata\local\Apps\2.0\84VE2AT5.PKO\HHYLAA32.DC7\micr..tion_c3bce3770c238a49_0010.0000_90fa60bba125a33a\CreateExoPSSession.ps1:179 char:22
+ ... PSSession = New-ExoPSSession -UserPrincipalName $UserPrincialName -C ...
+
    + CategoryInfo          : NotSpecified: (:) [New-ExoPSSession], Exception
    + FullyqualifiedErrorID : System.Exception,Microsoft.Exchange.Management.ExoPowerShellSnapin.NewExoPSSession

For me the solution was to install the Microsoft Exchange Online Powershell Module through Programs and then reinstalling it.

For more information about the new Exchange Online PowerShell module that supports Azure multi-factor authentication (MFA) see: https://technet.microsoft.com/en-US/library/ms.exch.eac.EXORPSMFAModuleLearnMore(EXCHG.150).aspx?v=15.1.860.4&l=1&s=BPOS_S_E15_0