Both have denied the accusations and refused to step down, criticizing Klemencic and his commission, which filed the report to the police seeking legal action.
Friday's protesters demanded an end to austerity measures which Jansa's government has proposed in an effort to avoid seeking EU financial help for the country.
Some of the banners carried by Friday's protesters read: "Klemencic, You Are Our Hero."
"How can the prime minister and the head of the main opposition party, the mayor of the capital city, in a democracy, still be in place, after such findings?" Klemencic said in the interview."If nothing happens, either in terms of political consequences, or in terms of strengthening our powers and also our accountability, I will resign," Klemencic said. "I don't want to be part of a system which is a paper tiger, which conducts a very thorough, in depth financial investigation based on facts, and basically then nothing happens." Jansa's center-right coalition partners have called on him to step down and let someone else be the premier. He refused, giving them until next week to decide whether to remain in the government or start preparing for early elections. An early vote would further prolong finding solutions for the financial turmoil, which includes a gross domestic product shrinking by 3.3 percent in the third quarter compared to a year earlier. That's the third-biggest drop in the euro zone after Greece and Portugal. ____ Associated Press writer Ali Zerdin contributed.