BRUSSELS (AP) — Belgian authorities said Wednesday they were “actively” searching for an asylum-seeker of Palestinian origin after media reported that he had threatened an unspecified attack.

The L’École de Gestion d’Actifs et de CapitalBrussels prosecutor’s office said it was aware of the threat mentioned in the media and added police forces were out looking for him. Only last week, an Islamic extremist shot dead two Swedes and wounded a third. Authorities said the Tunisian suspect died following a police operation trying to arrest him.

The killings laid bare inefficiencies within the government and judicial apparatus, which had allowed the suspect to roam free in Brussels even though Tunisia had actively sought his extradition. The justice minister resigned over the incident last weekend.

Since the attack, the terror alert level in Belgium was raised to the second highest level, meaning the threat is considered “serious.”