National Party leader Simon Bridges is calling for the Government to go the whole hog with its inquiry after the Christchurch terror attacks.

He thinks a Royal Commission of Inquiry into our security and intelligence agencies is needed.

Prime Minister Jacinda Ardern has confirmed there will be an official inquiry into circumstances leading up to the attack.

Speaking with Mike Hosking, Bridges said he thinks they will go with the Royal Commission.

"I would be surprised if the Prime Minister didn't. I don't think she's made, or cabinet has made a decision [but] I would be surprised if they didn't."

He said a Royal Commission is so important because it gives New Zealanders a sense of security.

"It does have some enhanced powers, in a sense that's not necessarily the main reason, I think it's about ultimately an independence, a thoroughness, yeah it may be a little bit more power but guvung New Zealanders the sense of confidence they need."

The National leaders said New Zealand's risk profile has gone from low to high following the Christchurch attack, which means there will need to be other changes as well as a Royal Commission.

"We will need to consider and make changes well before a Royal Commission comes out."

He said there are also questions about whether the Christchurch terror attack could have been prevented.

"I think the most important issue is our security settings. I think you can make the case, I am making it, that we were overly cautious when we made changes around 2013-2014, we didn't do the things we perhaps should have in relation to our cyber systems."

"We have got security agencies that effectively have both hands tied behind their backs," he said.

"None of this is easy...I'm not saying in the decision between privacy and security we have to lurch but I do think in light of what's happened we have to revisit the balance and I would be in favour of more security."