She described it as extremely stressful experience which she felt really panicky and she thought she was not able to do that stuff at first. For the first time, she did the not-totally-nudity scene eventually after they had agreement to shoot a cut-down version of the scene.
As compare to her co-stars Kim Cattrall, Cynthia Nixon and Sarah Jessica Parker who seemed only too willing to push the boundaries for the cameras in the TV series, which first aired in 1998.
Kristin Davis is really demure though!