The Instituto para el Depósito de Valores (INDEVAL) is the Central Securities Depository of Mexico. It is the only Mexican institution authorized to perform in an integrated manner the activities of safe-keeping custody management clearing settlement and transfer of securities. In this article we report the modeling simulation and analysis of a new Securities Settlement System (SSS) implemented by INDEVAL as part of a project for the implementation of a safer and more efficient operating system. The main objective of this research was to use reduced amounts of cash and securities within reasonable periods of time for the settlement of securities of the Mexican market. A linear programming model for the netting and clearing of operations was used. The performance of the new SSS was evaluated by performing experiments using a deterministic simulation model under different operation parame...