PORTFOLIO VAR & CONDITIONAL VAR CALCULATION

I need a computer application (could be an excel addon or an application using a CSV file as input) to calculate Value at Risk and Conditional Value at Risk (level of confidence = 1% and 5%) for a portfolio of corporate credits / receivables. Imagine to have, for each single corporate credit of the portfolio: Credit amount in Euros Annual Yield Duration/maturity in years or fraction of a year Probability of default (default=the event that generates a loss) Recovery rate % (% of credit amount recoverable in case of default) Loss given default % (= 100% less Recovery rate %) The correlation between single assets of the portfolio is assumed to be zero. Due to absence of historical data, a Montecarlo Simulation could be needed to estimate the distribution of returns. Please get in touch if interested to implement the application.