Suppose a bank's HQLA consists entirely of long-duration Treasuries held in the HTM (Hold-to-Maturity) portfolio. If interest rates suddenly spike by 200 bps, how does this affect our reported LCR versus our true economic liquidity?

假设银行的HQLA全是放在HTM（持有至到期）里的长久期国债。突发加息200个基点，这对我们报表上的LCR和真实的流动性有什么影响？