Peter Mandelson has said he has resigned his membership of the Labour party to avoid causing it “further embarrassment” after more revelations about his friendship with Jeffrey Epstein. The peer, who was sacked as US ambassador last year because of his links to Epstein, featured in documents released by the US Department of Justice on Friday related to the convicted sex offender. Mandelson said he had written on Sunday evening to Hollie Ridley, the general secretary of the Labour party, to say he was resigning his party membership. His letter said: “I have been further linked this weekend to the understandable furore surrounding Jeffrey Epstein and I feel regretful and sorry about this. “Allegations which I believe to be false that he made financial payments to me 20 years ago, and of which I have no record or recollection, need investigating by me. “While doing this, I do not wish to cause further embarrassment to the Labour party and I am therefore stepping down from membership …