Design a swap that bank management could use to reduce the bank's exposure. Be specific (i.e. describe the payments that the bank and the counterparty will make and receive on the SWAP). (10 pts) The bank could enter into a SWAP agreement with a counterparty with floating rate USS liabilities and fixed rate Euro assets. In the SWAP, the bank will pay the counterparty's floating rate US $ liabilities (e.g. at LIBOR) in exchange for receiving payments of 3% in Euros. The fixed Euro payments will cover its Euro liabilities and the proceeds from the USS loan will cover the promised floating rate payments on the SWAP. LIBOR +3%USS Bank 4% LIBOR+2% 4% Deutsche Bank LIBOR+2% 6%