Too slow in holding capital (4)
I believe the answer is:
oslo
'capital' is the definition.
(Oslo is an example)
'too slow in holding' is the wordplay.
'holding' says the answer is hidden in the clue.
'OSLO' is hidden within 'too slow in'.
(Other definitions for oslo that I've seen before include "European capital in go-slow" , "Norway's capital city" , "Go solo to European capital" , "Capital city, called Kristiania until 1924" , "Solo in Norway?" .)