Cash pooling
A technique for gathering a group's subsidiary bank balances in one place, so one company's surplus covers another's deficit instead of the bank profiting from both.
Without a pool, one subsidiary may sit on ten million at near-zero interest while its sister company pays expensive overdraft rates at the same bank. The physical variant, zero balancing, sweeps every balance into a master account each evening so the sub-accounts start the day at zero. The books then fill up with intercompany loans that need arm's-length interest rates, or the tax authority will have opinions.
Notional pooling moves no money at all. The bank simply calculates interest as if the balances were combined. It is more elegant but has become rarer since Basel III made it costlier for banks to net accounts against each other for capital purposes. The raw material for all of it is daily statements in camt.053 or MT940.