The high velocity gradient observed in the compact cloud CO-0.40-0.22, at a projected distance of 60 pc from the centre of the Milky Way, has led its discoverers to identify the closeby mm continuum emitter, CO-0.40-0.22*, with an intermediate mass black hole (IMBH) candidate. We describe the interaction between CO-0.40-0.22 and the IMBH, by means of a simple analytical model and of hydrodynamical simulations. Through such calculation, we obtain a lower limit to the mass of CO-0.40-0.22* of few 10 4 × M . This result tends to exclude the formation of such massive black hole in the proximity of the Galactic Centre. On the other hand, CO-0.40-0.22* might have been brought to such distances in cosmological timescales, if it was born in a dark matter halo or globular cluster around the Milky Way.