Why can’t we start things?

I was chatting with a friend about different companies and how they operate. Are regular people able to start their own banks, or insurence companies? I'm more likely to leave my money in a bank if they gave me higher returns for the money they invested. Also, trickle down economics, why not make that an actual thing? I thought that meant that when company makes profit, it gets divided into bonuses, raises, and promotions for everyone in the company.