A capital in Asia? Bad! Bad! Bad! (5,5)
I believe the answer is:
addis ababa
'a capital' is the definition.
(capital of Ethiopia)
'asia? bad bad bad' is the wordplay.
'bad' indicates an anagram.
'asia'+'bad'+'bad'='asiabadbad'
'asiabadbad' is an anagram of 'ADDIS ABABA'.
'in' is the link.
(Other definitions for addis ababa that I've seen before include "place in Africa" , "Ethiopia's capital" , "African city" , "African capital" , "Ethiopian capital" .)