London Mayor Sadiq Khan sits down with Tania Bryer to discuss a range of issues including London's attractiveness as a financial hub, democracy in the U.S., and AI.

Mayor of London Sadiq Khan tells CNBC he thinks Brexit is "the biggest example of self harm ever inflicted by a government," as SXSW gets underway in the city for the first time.

London Mayor Sadiq Khan sits down with Tania Bryer to discuss a range of issues including London's attractiveness as a financial hub, democracy in the U.S., and AI.

"London is back," the capital's Mayor Sadiq Khan told CNBC on Wednesday, laying out his ambition to attract investors, visitors and students away from the U.S.