Credit Risk modelling - Use of 2 models on 2 companies

Hi, its a simple project for an expert in credit risk. I need this work done urgently, probably deliverd in the next 3-4 days. It should not be more than a days work for a risk modeller. I am looking at two banking institutions, ICICI Bank (India Listed, BSE code: 532174) and HSBC Holdings (LSE listed: HSBA). ICICI Bank has March 2011 financial year-ending and HSBC has December 2010. I am working on creating credit risk models, where I compare these two companies using 2 models. One of which is VaR model (which determines the Loss Given Default and other numbers), and probably other could be a Monte Carlo Simulation or KMV Merton model. You are free to choose any of the two models. Kindly note that this cannot be a simple model (like Altman Z test etc). You will need to work on excel, and based on your results I shall write do a write up on the same. As said earlier, it needs to be done in next 3-4 days, i need to see the models by Thursday 12.00PM GMT (28th July 2011). Only bid in case you have understood my requirements. Feel free to email me in case of any clarifications.