BRIEF-Citigroup CEO: will exit markets where profits lag

March 5 (Reuters) - Citigroup Inc : * CEO: 'significant' amount of our capital supports businesses that lose money * CEO Mike Corbat speaks at investor conference * CEO: 21 of company's international markets need "optimize or restructure" * CEO: will exit "optimize or restructure" markets if returns do not improve * CEO: 'optimize or restructure' markets contribute less than 10 percent of