"Immigration really is the key to finding out why this guy was still in New Zealand and why he wasn't deported."
The review will investigate if police, Corrections and the NZSIS did enough to assess the risk the terrorist posed.
"While he is very humble about what he did his actions were nothing short of heroic."
Monica Seve helped a woman who had been stabbed in the hip during the attack last Friday.
While in prison he was "non-compliant, with multiple incidents of threats and abuse toward staff".
Six people were injured after an ISIS-inspired extremist went on a stabbing rampage at LynnMall's Countdown last week.
"It's got very limited skills and capability and capacity for something like that."
Paramedic Ross Tomlinson said several witnesses were yelling at the terrorist "and giving him instruction to drop the knife".
"For something like this happening really close to us, that's a little bit scary."