Serverless Computing is a virtualisation-related paradigm that promises to simplify application management and to solve the last challenges in the field: scale down and easy to use. The implied cost reduction, coupled with a simplified management of underlying applications, are expected to further push the adoption of virtualisation-based solutions, including cloud-computing or telco-cloud solutions. However, in this quest for efficiency, security is not ranked among the top priorities, also because of the (misleading) belief that current solutions developed for virtualised environments could be applied (as is) to this new paradigm. Unfortunately, this is not the case, due to the highlighted idiosyncratic features of serverless computing. In this paper, we review the current serverless architectures, abstract and categorise their founding principles, and provide an in depth analyse of them from the point of view of security, referring to principles and practices of the cybersecurity domain. In particular, we show the security shortcomings of the analysed serverless architectural paradigms, point to possible countermeasures, and highlight a few research directions.