How risky to turn down buyside client offer?

I currently have an offer from a buyside client that my sell-side desk works extremely close with. How risky is it that if I turn down the offer and stay, that the client tells tells my current desk that I interviewed with them? The desk head is not that close with this buyside counterpart, but they do work together on a decent amount of transactions. The buyside firm is a mid-large sized fund that is very active in my desk’s space.

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