A bank uses VaR and stressed VaR market risk framework in line with the Basel requirements. 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 stressed VaR values to 3, what is the correct capital requirement for general market risk for the bank under Basel II.5?