Bosnia's capital held by vigilant prince (6)
I believe the answer is:
albert
'prince' is the definition.
(Prince Albert, husband of Queen Victoria)
'bosnia's capital held by vigilant' is the wordplay.
'capital' suggests taking the first letters.
'held by' indicates putting letters inside.
'vigilant' becomes 'alert' (similar in meaning).
The first letter of 'bosnia' is 'b'.
'b' put within 'alert' is 'ALBERT'.
(Other definitions for albert that I've seen before include "Einstein or Schweitzer?" , "Queen Victoria's Prince Consort" , "Victoria's partner" , "Queen Victoria's consort or familiar ex-Taoiseach" , "and 7: French missionary" .)