A novel genuinely multi-dimensional relaxation scheme is proposed. Based on a new discrete velocity Boltzmann equation, which is an improvement over previously introduced relaxation systems in terms of isotropic coverage of the multi-dimensional domain by the foot of the characteristic, a finite volume method is developed in which the fluxes at the cell interfaces are evaluated in a genuinely multi-dimensional way, in contrast to the traditional dimension-by-dimension treatment. This algorithm is tested on some bench-mark test problems for hyperbolic conservation laws