Yelp privacy and protection?

In January of last year, I posted an accurate negative review of a business I used to use. Today, the owner posted a lengthy diatribe against me, threatening to send my billing history and information to anyone who asks for it. He followed up with an email directly to me, trying to bully me into removing my review:

"I am the owner of *********

Your review on my company was rude!

If I were you I would delete it before I make you look worse than you made me look!

I have already had 3 people emailing me fore your account records.... just saying!

You might want to read my response to your review..........:~) two can play at this game!"

What steps can I take - other than giving in to his bullying?