David Robertson is a free agent, and in their attempt to build a better bullpen for the 2015 season, the Yankees are discussing every possible option they have in terms of free agency or trade. According to Sweeny Murti, one avenue they have explored at this point is the possibility of bringing in free agent reliever Jason Grilli.
At the age of 38, Grilli is seemingly at the end of his career. He received a massive amount of attention in 2013 when he resurrected his career with the Pirates and became one of the best closers in the game. Unfortunately, it turns out that relievers really are a fickle thing as his 2014 didn't exactly go as planned. After struggling with Pittsburgh, he was traded to the Angels where he managed to rebound a bit as a useful reliever.
At this stage in his career and after the year that he had, it's hard to see Grilli get anything other than a cheap one-year deal, and even then, it's possible he might have to settle for a minor league contract. Despite his relative inexpensiveness, the right-hander is not a replacement for David Robertson, so his signing will have nothing to do with what happens with the Yankee closer.
Their internal discussions about Grilli ultimately went nowhere, but it's a long offseason, and this team is usually very thorough about their bullpen. As Murti points out, they could return to the subject at some point in the offseason and, regardless of what has happens between now and then, a potential deal for Grilli won't make or break this team.