Hi there not sure if this is what you mean but the paper below is a bit of a classic in the field. The framework essentially allows for characterisation of the bilateral problem as an asset side CVA and symmetric FVA, both driven by first to default intensities once you realise that the DVA 'benefit' and funding cost essentially have the same 'bank defaults first' probability driving them (under some simplifying assumptions at least). So the FTD nature allows a bilateral treatment. The exposition I find very clear in the paper, the best bit being the intuitive integrals derived via feynman kac after the usual PDE treatment.
Burgard, Christoph, Mats Kjaer, "Partial Differential Equation Representations of Derivatives with Bilateral Counterparty Risk and Funding Costs", Journal of Credit Risk, Vol. 7, No. 3, (Fall 2011), pp. 75–93.
OOPS - didn't realise how old the question was, sorry, no doubt completely answer completely irrelevant / superfluous now!