Billionaire banker Edmond J. Safra was alive when firefighters entered his burning luxury apartment, but he refused to emerge from a bathroom where he had sought refuge from knife-wielding intruders and eventually died of asphyxia, Monaco's prosecutor said today.

In the thick smoke of the Friday morning blaze, firefighters did not initially see the door to the bathroom where Safra and a nurse were hiding, prosecutor Daniel Serdet said. As they made their way through the apartment, pounding on walls, Safra's wife, Lily, begged her husband on a cell phone to come out.

"He was worried. He did not feel secure . . . He refused to open the door," said Serdet, who added that Safra also would not open the window that might have let the smoke escape. When rescuers finally reached the bathroom 45 minutes later, Safra and the nurse, Viviane Torrent, were dead.

New details of Friday's harrowing events, disclosed by Serdet and other sources, suggested there were significant delays and confusion after the initial calls to police from Safra's seafront building, the Belle Epoque.

Today, investigators were interrogating a male nurse of Safra's who first alerted authorities to the fire and is apparently the only person who saw the intruders, Serdet said. The nurse, whom Serdet would not identify but who he said may be American, had worked for Safra for five months. Two guests at a nearby hotel also were questioned, but they were released. No arrests have been made, and officials shed no light today on a possible motive.

Safra, who was 67, was suffering from Parkinson's disease. He founded the Republic National Bank of New York, and recently completed negotiations to sell his 29 percent share to the London-based banking firm HSBC Holdings PLC for $9.9 billion.

Safra reportedly had told acquaintances he had received threats. Much of the speculation here and in world financial centers has revolved around the possibility of a contract killing launched by Russian underworld figures angry about Safra's cooperation with U.S. investigations into Russian money-laundering, some of it possibly through banks in which Safra owned shares.

Police were alerted to the attack at Safra's apartment at about 5 a.m. by the male nurse, who according to Serdet said he had encountered two knife-wielding, hooded intruders in the home infirmary down the hall from Safra's bedroom.

Serdet told reporters that the nurse said he passed out after the intruders stabbed him in the abdomen and left thigh and woke up to find a fire in the infirmary wastebasket. He made his way to the lobby of the building and told the concierge to call police.

Police arrived minutes later, but in their preoccupation with the wounded nurse--"They didn't know if he was a malefactor or a victim," Serdet said--failed to call firefighters until 5:15. The Monaco fire department said the call did not come until 5:27.

It was the wounded nurse, Serdet said, who first informed Torrent about an attack by intruders, urging her to lock herself and Safra in the bathroom where they later died. Also acting on the nurse's warning, Serdet said, Safra had told his wife to lock herself and a visiting granddaughter in her bedroom down the hall. They were rescued.

The Belle Epoque, which houses Republic National Bank of New York offices as well as those of two other banks, is highly secure. There was no forced entry to the apartment, and Serdet said the intruders could only have penetrated the sixth-floor infirmary via a back staircase accessible only with keys.

Safra, normally well-protected, had about 10 local security guards on his payroll. But apparently there was none on duty at the apartment at the time of the intrusion and fire.

A source at Securite Monaco, a private firm that also worked for Safra, said today that 5 a.m. was precisely the time when Safra's security detail changed shifts. Serdet said Safra had decided, in consultation with his personal security chief, Samuel Cohen, not to bother with a security guard the night of the incident.

The heavily-fortified apartment had been remodeled recently and a new security alarm system installed, but a source said it was not usually activated because it had not been working. The extensive construction and decoration work on the 10,000-square-foot apartment, completed less than two months ago, meant that at least 100 people--some of them very well-informed about the security system--had been inside recently, the source said.

CAPTION: Investigators have not found a motive for the killing of billionaire banker Edmond J. Safra.