We propose an approach allowing the computation of currents and their correlations in interacting multiterminal mesoscopic systems involving quantum dots coupled to normal and/or superconducting leads. The formalism relies on the expression of branching currents and noise crossed correlations in terms of one-and two-particle Green's functions for the dots electrons, which are then evaluated self-consistently within a conserving approximation. We then apply this to the Cooper-pair beam-splitter setup recently proposed [L. Hofstetter et al., Nature (London) 461, 960 (2009); Phys. Rev. Lett. 107, 136801 (2011); L. G. Herrmann et al., ibid. 104, 026801 (2010)], which we model as a double quantum dot with weak interactions, connected to a superconducting lead and two normal ones. Our method not only enables us to take into account a local repulsive interaction on the dots, but also to study its competition with the direct tunneling between dots. Our results suggest that even a weak Coulomb repulsion tends to favor positive current cross correlations in the antisymmetric regime (where the dots have opposite energies with respect to the superconducting chemical potential).