Is it allowed to create a subsidiairy and rent terminal space to your parent company?
Cooperations between companies that belong to the same holding are always allowed. Just two different holdings (and their subs) that belong to the same player cannot cooperate in any way.
Thought so, but just wanted to make sure 
Thanks
Other questions then, I founded a subisdiary in Amsterdam (my parent company is US), will I receive loads on my flights form AMS to other EU destinations?
no you will not, traffic rights always depends on your holding.