Hi,I am trying to learn something about the funding adjustment issue and would appreciate some help on the following problem. Consider a non-collateralized plain vanilla swap between a bank A and a corporate B. My question is: how does the bank A mark the value of the swap?I can think that A prices the swap in a risk-free way (i.e. using OIS discounting) and then it adds a CVA and a DVA component. So for example we can think that the risk free price is zero and that we have -5M of CVA and +2M of DVA (there will be an upfront for these effects that we do not include it in this discussion, we only consider the value of the swap here).Now, what about a funding adjustment? I read different papers that draw different conclusions with different assumptions but I do not understand yet what the best practice is for this component. Reading Burgard, for example, I find the prescription for a FCA component that is proportional to the funding spread of A and to the expected positive exposure of the swap, like the CVA term. So for example this component for my swap can be another -4M. Now, my question is: do banks include this (large!) component in the pricing of swaps at front office level (pricing for clients, P&L and performances)? or do they neglect the term for some reason? I see that Burgard shows that with some assumption one can discard this term, but practically what is currently done by the big players?Thanks for any help