Corporate Treasury: Cash Pooling, Intercompany Netting & Liquidity Forecasting
Run the in-house bank of a fictional group with five subsidiaries in USD, EUR and GBP: stand-alone vs notional pool interest, zero-balancing sweeps and IC loans, a multilateral netting matrix with FX at the netting rate, the savings, a 13-week cash forecast and revolver headroom, every cell checked as you go. Illustrative rates, educational only.
The first lesson is free — no account needed.
About this course
A corporate treasury course that runs the in-house bank of one fictional group with five subsidiaries in USD, EUR and GBP, for treasury analysts, finance students and controllers. You calculate interest for subsidiaries that bank on their own, run the same week through a notional pool and measure the benefit after the pool fee, sweep accounts to zero every evening and price the intercompany loans each sweep creates, turn a payer-by-receiver matrix of intercompany invoices into net positions and count the payments saved, convert invoices at the netting rate, price what netting saves in payment fees and FX margins, roll a 13-week direct cash forecast against a minimum buffer and size the revolver drawings and liquidity headroom in a downside case. Illustrative rates, educational only. The first lab is free.
Lessons
- Daily Balances by Entity: Interest Without PoolingFree
- Notional Pooling: Interest on the Net Group Balance Pro
- Physical Cash Concentration: Zero-Balancing Sweeps & IC Loans Pro
- The Multilateral Netting Matrix: Net Positions & Payments Saved Pro
- FX in the Netting Run: Converting at the Netting Rate Pro
- What Netting Saves: Payment Fees & FX Margins Pro
- The 13-Week Cash Forecast: Receipts, Payments & the Buffer Pro
- Liquidity Headroom & Revolver Draw Needs Pro