The film is a remake of Theo Van Gogh's 2003 thriller and a tribute to Van Gogh, who was murdered by Mohammed Bouyeri in 2004 after his controversial film Submission sparked anger among the Muslim community.
Although Interview has no connection to Islam, there are concerns the association with Van Gogh will trigger another outcry.
A member of the production team says, "We are very much aware that it requires a high level of security.
"We will ensure Sienna and her co-star Steve Buscemi are given the sort of protection that this project requires."
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