If I have understood correctly, you need a multi-level financial consolidation tool. I think SAP Business One Intercompany Solution may help you on this. Apart from the main topic, it also enables your company to have a centralized master data control and other welcome features.
You can also check some ready-to-go market Add-Ons (search for the keywords #Intercompany, #SAP Business One) whereby you would reach similar results, and, in some cases, a more streamlined approach.
Hope it helps.