Potential Future Exposure (PFE): Is there any Rigorous Walk Through with Data?

I have searched on the Internet and in several books (including John C. Hull and Jon Gregory) for concrete examples of Potential Future Exposure (PFE), but haven't had any success so far. I would greatly appreciate it if someone can point me to a specific example of PFE calculation from scratch. I am curious to see its input data/parameters and algorithm and how these pieces fit in with each other.

Thank you!

Basically, what you need to calculate PFE is almost the same as VaR - expected value ($\mu$), volatility ($\sigma$), and confidence level ($\alpha$).