With the Blacklist feature you can chose to block known threats or unwanted files by curating a list of denied files.
The blacklist created at the Account scope is forced on the tenants and cannot be deleted. Although the blacklist for a tenant is inherited from the Account scope, you can still add items to the blacklist in addition to the ones that are inherited.
To set up the Blacklist
Navigate to Policies > Blacklist.
When creating blacklists at the Tenant scope, the blacklists created at the account level are inherited by default. You can also create blacklist items for the tenant in addition to the ones that are inherited from the account.
Click Create New.