I am working computing exposures for securities lending products and I would like to know how to best incorporate these products in an XVA framework. Currently I am modelling these as forwards (Loan - Security). What is the appropriate discount rate to use? I know in a collateralised derivatives pricing framework, one would use the renumeration rate of the collateral. Does the same apply to securities lending? What about cases where the currency of the collateral is different from the currency of the loan, what is the appropriate discount rate? What XVAs are applicable to securities lending transactions?