Are you suggesting a home router set up as a vpn site ?
It's an option. I'd recommend that only the most determined users undertake this if the following seems incomprehensible.
I have a Netgear R7000 router that can be used for VPN. Not all routers have this option. I have 2 notebooks, 2 phones, and 1 tablet setup for VPN access when I am away from home. (The VPN connection can't be established while you are actually on your home network. You can guess how I know this.)
The needed options are in the advanced setup section of the router web page.
First, dynamic DNS must be activated. Netgear offers this for free with some routers but it is also available as a service from various vendors. Dynamic DNS provides a text web address (eg kwirk.ddns.com, not my actual) to the Netgear router. This text address can be translated by DNS servers to a numerical address (like 12.122.1.33) which is needed for the remote connection to the router. (DNS servers already do this for you when you enter "www.cnn.com" into your browser address bar.) The router automatically keeps the DNS network informed with the router's current numeric IP address.
Second, there is a checkbox in the router web page to turn on the VPN service. Along with the checkbox are buttons to download instructions and software for installation to computers and phones. This installation can be the most difficult part, especially for phones.
I haven't checked recently but it may also be helpful to change your home router's base address from the default (such as 192.168.1.1) to a different subnet (such as 192.168.5.1). I don't recall clearly but I think this may only be necessary if using a remote router such as a MiFi or, perhaps, a phone's hotspot to share a connection. Again, you can guess how I know this.
With the VPN active your notebook or phone works through your home internet connection and appears as if it is physically on your home network. So, your bank or whatever 'thinks' you are actually at home. As a bonus, the link between your device and your home router is encrypted to reduce the possibility of coffee shop or hotel eavesdropping.
(On the other hand, software, such as HDHomeRun TV, running on your home network won't necessarily be fooled. The speed of light time lag allows the software to detect that you aren't actually at home.)