Bill Browder, chief executive and founder of Hermitage Capital Markets, told CNBC the Russian government is "apoplectic" over sanctions imposed on Russian officials that he has campaigned for, and if he gets assassinated, "everyone would know who did it."
The well-known critic of the Kremlin has been living in London since he was kicked out of Russia for accusing Russian tax officials of embezzlement, in 2007.
Since then, he has repeatedly accused Russia of corruption and has been involved in a high-profile battle with the Russian state over the death of his lawyer Sergei Magnitsky, who was investigating fraud among Russian officials.
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In April, Russia issued an arrest warrant against Browder on charges that he stole shares in gas giant Gazprom fifteen years ago and requested Interpol, the global police agency, to launch a manhunt for the investment banker.
Interpol refused the request but Browder said he feels under constant threat.