Despite all the talk and research into this topic, I feel that it's a bit of a tempest in a teapot as far as unfunded trades are concerned.For a wildly off-market trade that has 5 years to maturity (300bps ATM vs 100bps coupon), the DV01/CS01 ratio is approximately 0.05. So for a OIS XCCY basis of 200bps, the adjustment to the traded spread would be 10bps, well within most bid-offers these days. Therefore in order to make a "material" difference to the price prior to execution, the CSA would have to include currencies such as RUB, TRY or KRW. All three very rare, in my opinion.