I was going to do a huge write up on the financial cost to start-up and maintain a AAA video game studio, but I don't think it's worth it. Point is that you'd need to pay for the salaries, hardware and software, building, electricity/water/gas/internet bills (if applicable), business name registration, income tax, any engine/content licensing fees and quite a fair bit more.
But yes, I have my sights set on creating a AAA studio in Australia because we currently don't have one, and I absolutely loving hate the indie business model. I don't want to make small or artsy games; I want to make fun, big games for lots of people to enjoy.