Credit exposure model

Bill,
Attached are the spreadsheet for the Credit Exposure model and the XLL file.
We have
performed some tests and the numbers looked reasonable. However, more
extensive
testing using realistic data is needed. We would like to pass the model to
you so you can
have someone check it more extensively and compare the model with what you
are using.
Also, please kindly inform me of any suggestions to improve the model as well
as
any problems you may find.

I can be reached at 31631.
Best,
Alex