In Assassin's Creed Brotherhood, Rome is governed by the Borgia family when Ezio arrives.
The game is set primarily in Rome during the early sixteenth century, where the Borgia family controls political, military, and religious power. Ezio works to weaken that control by liberating districts, rebuilding businesses, recruiting Assassins, and targeting important Borgia allies. Rome therefore functions as both the main setting and the campaign's central strategic challenge.
Florence and Venice were prominent settings in Assassin's Creed II, so players may associate Ezio with those cities. They are not Brotherhood's principal city. Naples also has historical importance in the period but is not the answer to this question.
The Borgias were a real Renaissance family, and Rodrigo Borgia became Pope Alexander VI in 1492. Brotherhood fictionalizes the family's role in the Assassin-Templar conflict, combining historical figures with invented conspiracies. The game was released in 2010 and continues directly from Ezio's earlier story.