The businessman, Peter Warnøe, belongs to the circle of friends around M&F. However, he is more than likely to soon becoming an ex-friend.
He is currently under police-investigation for shady financial transactions and that alone, according to the article and the respected journalist and author to several books about the DRF, Søren Jacobsen, is enough for him to end out in the cold - judging from previous examples of ex-friends of the DRF.
Losing the friendship of the DRF is actually more serious, if you have a business or a position, than you might think.
Because belonging to the circle of personal friends of the DRF, is also a stamp of approval. It means you trustworthy, vetted and dependable and that your economy and business is in order.
It also means that other friends of the DRF, and they count a lot of leading businessmen in DK, are likely to shun you. Partly because you are tainted and partly because they don't want to be associated with you, that could be bad for business and partly because you lost your stamp of approval.
The DRF has, as you know, a much closer relationship with Danish businessmen than in a number (perhaps most European) royal families. So association with the DRF really does mean something. Not least when the DRF (and the government) help promoting your business abroad.