The question does not pertain to a location but to an avant-garde painting by suprematist painter Malevich which has resurfaced on the black market after being lost since World War II.
Her seemingly total lack of interest in Arkady sends him resignedly on his way until, in an ultimate ironic twist, a belatedly-delivered message from Renko's recently deceased father galvanizes him into one last, determined attempt at winning Irina back.
Now back in Moscow, Arkady Renko struggles to keep the peace in a town overrun by organized crime and the economic recession caused by the death-throes of the Soviet Union.
He also is amazed to hear the voice of Irina Asanova, his long lost love from Gorky Park, announcing for the recently unblocked American propaganda station Radio Liberty, operating out of Munich.
Arkady finds himself a rival in Max Albov, Irina's colleague at Radio Liberty, whom he had previously encountered in Moscow and starts to suspect of involvement with Rosen.