CEO was sent a letter requesting information about compliance with sanctions on Russia.
The EU has banned providing credit ratings to legal persons, entities, or bodies established in Russia.
IDI will remove foreign currency Russian and Belarusian securities on March 31.
The regulator said it will use its relevant tools to ensure financial stability and investor protection.
Russian securities account for less than 0.01% of BlackRock client assets, mostly in index portfolios.
The bank said it has substantially reduced its Russian exposure since 2014.
Many asset managers and pension providers have written down any Russian assets to zero.
