Consolidation with cascade entity structure

There are other implementation specific considerations, but for this particular question you will need to use the Cube Consolidation Algorithm Type of "Org-By-Period Elimination". You can read about this more in the Design and Reference guide but here is the additional information:

"When determining if the data cell's IC member is a descendant of the Entity being consolidated, this option considers the position in the Entity hierarchy and also checks the percent consolidation for every relationship down the hierarchy. If a percent consolidation is zero, the IC member is determined to not be a descendent of the entity."

In comparison, the standard elimination (hierarchy elimination) only considers the position of the Member in the Entity Dimension hierarchy. Standard elimination is the default approach and does not consider Percent Consolidation.