Climate agreements under the UNFCCC are named after the city that hosted the Conference of the Parties at which they were adopted, so the agreement's own name answers the question: the Paris Agreement was adopted at COP21 in Paris, in December 2015.

Its substance is worth recalling alongside the venue. The agreement commits parties to hold the rise in global average temperature well below 2°C above pre-industrial levels while pursuing efforts to limit it to 1.5°C. It works through Nationally Determined Contributions, in which each country sets and periodically strengthens its own targets, reviewed through a global stocktake every five years. Unlike its predecessor it applies to developed and developing countries alike.

Kyoto hosted COP3 in 1997, which produced the Kyoto Protocol. That instrument bound only developed countries to quantified emission-reduction targets, and the Paris Agreement succeeded it.

Geneva is the headquarters city of several UN bodies, including the World Meteorological Organization and the secretariat of the IPCC, but it did not host COP21.

New York is the seat of the UN General Assembly, where the Paris Agreement was later opened for signature in April 2016 — signature, not adoption.

Hence the city that hosted COP21 is Paris.