In order to perform simultaneously multilateral netting and settlement in near real time, Banco de México developed and proposed a methodology based on mathematical models and operations research techniques. BIS central bankers’ speeches  1  Specifically, we created a linear programming model that linked a network flow problem for money with many network flow problems for securities.
In other words, we proposed a model were money and securities constitute a flow through a network of participants. The solution we were looking for could be obtained by maximizing these flows quickly and applying the results immediately to the participants’ balances.