Abstract:
This research aims to investigate the relationship between bank capital structure and financial stability. The capital structure of banks plays a crucial role in determining their ability to absorb losses and maintain solvency during economic downturns. By analyzing the capital structure of banks and their financial stability indicators, this study seeks to provide insights into the optimal capital structure that promotes financial stability in the banking sector. The findings of this research will contribute to the existing literature on bank capital structure and provide valuable implications for policymakers and banking institutions.

Table of Contents:
Chapter 1: Introduction
1.1 Background and Significance
1.2 Research Objectives
1.3 Research Questions
1.4 Scope and Limitations
1.5 Research Methodology

Chapter 2: Literature Review
2.1 Conceptual Framework: Bank Capital Structure
2.2 Theoretical Perspectives on Bank Capital Structure
2.3 Empirical Studies on Bank Capital Structure and Financial Stability
2.4 Summary of Existing Literature

Chapter 3: Methodology
3.1 Research Design
3.2 Data Collection
3.3 Variables and Measurements
3.4 Data Analysis Techniques

Chapter 4: Analysis and Findings
4.1 Descriptive Statistics of Bank Capital Structure and Financial Stability Indicators
4.2 Correlation Analysis
4.3 Regression Analysis
4.4 Robustness Checks

Chapter 5: Discussion and Conclusion
5.1 Summary of Findings
5.2 Implications for Banking Institutions
5.3 Policy Recommendations
5.4 Limitations and Future Research Directions
5.5 Conclusion

This research will delve into the relationship between bank capital structure and financial stability, providing a comprehensive analysis of existing literature, conducting empirical analysis, and drawing meaningful conclusions. The findings will contribute to the understanding of the optimal capital structure for banks to ensure financial stability and inform policymakers and banking institutions on effective strategies for maintaining a stable banking sector.