I was playing everyone's pseudo-history generator, Europa Universalis, and Genoa starts the game with a colony/enclave in the provinces of Kaffa and Azow, in Crimea. Why there? Seems awfully far from home.
We must look back to the thirteenth century for the answer to this question. In 1211, Venice along with the other members of the fourth crusade created the Latin Kingdom of Constantinople. The exiled Roman Emperor took refuge on the island of Nicea. In 1261 the emperor signed the Treaty of Nymphaeum, which gave Genoa control of all tolls going in and out of the Black Sea in exchange for naval support. Genoa then went on to solidify their control of Black Sea commerce by establishing the colony at Caffa.
Caffa and the Black Sea region was the region that imported a number of valuable goods from the east where Latin merchants could bypass Arab merchants in the Levantine port cities.