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Financing Structure and Capital Structure mean a similar thing - how your project or the company is financed. Capital Structure directly refer to the corporate level mix of Equity and Fixed charge capital (debt, preference shares etc). Financing Structure include the corporate level or can refer to a specific project - how it is financed. Anyway both are related to sourcing of funds.
Asset structure deals with application of funds. The mix in which the funds are applied. Asset structure is important in determining liquidity of a company. Capital / Financial structure is important from gearing perspective.