This paper develops a comprehensive, unified theoretical framework—the Integrated Risk-Capital Structure (IRCS) model—that synthesizes 30 years of theoretical and empirical advances in the risk management-capital structure literature. While the existing literature has examined individual risk types and their capital structure implications in isolation, no existing framework integrates these dimensions into a coherent whole. The IRCS model addresses this gap by: (1) decomposing total firm risk into seven orthogonal risk dimensions and modeling their independent and interactive effects on optimal leverage; (2) endogenizing risk management as a continuous investment choice that simultaneously determines leverage capacity, cost of capital, and firm value through a unified optimization; (3) incorporating institutional modifiers that scale the effectiveness of risk management across different environments; (4) embedding dynamic adjustment dynamics into the steady-state optimization. We calibrate the IRCS model using a global panel of 8,420 firms across 42 countries over 2005-2024 and validate it out-of-sample. The calibrated model explains 67% of cross-sectional leverage variation, reduces mean absolute prediction error by 38%, and correctly predicts the direction of leverage changes in 74% of firm-years. The IRCS model provides a practical tool for corporate financial officers, boards of directors, and regulators seeking to optimize the interplay between risk management and capital structure.