Bank made a $200M loan at 12%. The bank wants to hedge theexposure by entering a TRS with a counterparty. The bank promisesto pay the interest on the loan plus the change in market value inexchange Bank made a \( \$ 200 \mathrm{M} \) loan at \( 12 \% \). The bank wants to hedge the exposure by entering a TRS with a counterparty. The bank promises to pay the interest on the loan plus the change i 2 answers