Under the Basel II.5 regulatory framework, banks are required to assess market risk using Value at Risk (VaR) and stressed VaR. This evaluation includes a component that considers stress scenarios over a distressed period. In this context, supervisory authorities assign multiplication factors of 3 to both VaR and stressed VaR to determine the capital requirements for market risk.

The following table gives the risk measures for the current trading book positions of a bank (values in USD million):

Confidence Level	Latest 10-day VaR	Average 10-day VaR (previous 60 days)	Latest 10-day Stressed VaR	Average 10-day Stressed VaR (previous 60 days)
95.0%	238	252	484	546
99.0%	451	413	995	1,106
99.9%	578	528	1,281	1,372

Calculate the accurate capital requirement for general market risk for the bank using these risk measures and the given supervisory multiplication factors.