I was just playing and got siphoned funds for more money than was in my treasury. First of all there is no way that should be possible. Then it caused bankruptcy and my entire country goes into a rebellion which can never be ended. Amenities keep dropping each turn after that more and more negative and ever more rebels spawn for an endless cycle that essentially ends the game. For a single spy to be able to end the game shouldn't be possible. Also, there was no way for me to stop it with counterspies because more than one AI civ was attempting siphon funds. If you put more than one counterspy in commercial district, as soon as one of them captures one enemy spy, both counterspies are removed from the district and returned to Capital.