Corporate Treasury: Cash Pooling, Intercompany Netting & Liquidity Forecasting

What you'll build

What you will be able to do

Each lab ends with a concrete result that you build yourself and the checker confirms, cell by cell.

• Calculate a week of credit and debit interest for five subsidiaries that bank on their own, weighting each day by its interest days, and annualise the cost.
• Run the same week through a notional pool, day by day, and measure the interest benefit after the bank's pool fee.
• Sweep five subsidiary accounts to zero every evening, track the intercompany loan each sweep creates, price it and find the treasury's margin.
• Turn a payer-by-receiver matrix of intercompany invoices into one net position per entity and count how many payments and dollars netting removes.
• Convert invoices in USD, EUR and GBP into the netting currency, build each entity's net position and translate it back into the currency it settles in.
• Price one settlement cycle with and without netting, annualise the saving and chart where it comes from.
• Roll a 13-week direct cash forecast, compare every week with the minimum cash buffer and chart the weeks that get tight.
• Size the revolving credit facility drawings that keep cash at the buffer in a downside forecast, and track undrawn commitment and liquidity headroom week by week.