A bank is using the VaR and stressed VaR market risk framework in line with the Basel II.5 guidelines. The bank's internal models for market risk have generated the following risk measures (in USD million) for the current trading book positions:

Confidence level	Latest available 10-day VaR	Latest available 10-day stressed VaR	Average 10-day VaR of previous 60 days	Average 10-day stressed VaR of previous 60 days
95.0%	238	484	252	546
99.0%	451	995	413	1,106
99.9%	578	1,281	528	1,372

Assuming the supervisory authority has set the multiplication factors for both the VaR and the stressed VaR values to 3, what is the correct capital requirement for general market risk for the bank under Basel II.5?