Hi there.
I am trying to assess the maximum risk involved in a cross currency swap in the absence of any exchange of principal.
For a interest rate swap, I can calculate the potential credit risk profile modelating the future interest rate curve at each valuation date using  for instance, the Hull-White one-factor interest rate model (or any oher model).
But I am a little puzzled about how to include the forex risk factor. For example, the currency correlation with both swap legs rates, and the forex model that I should use for the future currency path.
I am interested in Montecarlo simulation to solve this issue.

I would really appreciate it if anyone can give some reference or help in papers, books. computer code, spreadsheets, web links, etc.
Given that I am a practitioner, I would prefer practical point of views.
Best regards,
Hernan