Vaduz: Capital of Liechtenstein (Bordered by Switzerland, Austria)

The country described is Liechtenstein. Its capital is Vaduz. Liechtenstein is a doubly landlocked microstate between Switzerland (west/south) and Austria (east/north). The question's phrasing ("southern borders are Switzerland, Liechtenstein, and Austria") is slightly confused—Liechtenstein *is* the country; it borders Switzerland and Austria. Vaduz sits on the Rhine, hosting the princely castle, parliament, and museums.