A woman whose body was found in a river alongside that of her partner has been named as Annette Creegan, 49, from Mitcham.
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In a wide-ranging Peston on Sunday interview, he said Parliament security needs reviewing and the PM's counter-terror strategy is flawed.
The terror attack carried out by Khalid Masood at Westminster that left four people dead lasted less than two minutes say police.
Two knives were found at the scene in Islington, North London, and the suspects fled on foot before being arrested.