Before revision:  First, we extend existing BSDE-based xVA frameworks to include initial margin by following the approach of Cr\'epey (2015a) and Cr\'epey (2015b).
After revision:  First, we extend existing BSDE-based xVA frameworks to include initial margin by following the approach o Cr\'epey (2015a) and Cr\'epey (2015b).