Winkleman, 35, gave birth to little Isabella Alexandra May Windsor in London on 16 January (16).

The newborn is a sister for the couple's two-year-old daughter Maud Elizabeth Daphne Marina and becomes the 43rd in line to the British throne.

Lord Frederick is the eldest child of Prince Michael of Kent, cousin of Queen Elizabeth II.

An official statement released by royal representatives reads: "The baby was safely delivered at 11.59pm on 16th January 2016 at Chelsea & Westminster Hospital.

"Her Majesty the Queen has been informed. Prince and Princess Michael of Kent's family and Lady Frederick's family are delighted with the news."

Lord Frederick wed Winkleman, the sister of British TV presenter Claudia Winkleman, in 2009.