Caucasian needs capital, possessing almost nothing (5)
I believe the answer is:
azeri
'caucasian' is the definition.
(I've seen this before)
'capital possessing almost nothing' is the wordplay.
'capital' becomes 'ai'.
'possessing' means one lot of letters goes inside another.
'almost nothing' becomes 'zer' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'ai' placed around 'zer' is 'AZERI'.
'needs' is the link.
Can you help me to learn more?
(Other definitions for azeri that I've seen before include "foreign language" , "National" , "Ethnic group living in Azerbaijan" , "Someone in Baku" , "Asian" .)