First point: the building or buildings that are commonly known as the Houses of Parliament are more correctly known as the Palace of Westminster, so this should be an equally acceptable answer (if not more so).
Second point: I'm sure some people (mainly in the Government) would like to think of the Palace of Westminster as a Government building, but this is not the case. It's the home of Parliament, which is the supreme legislative body of the United Kingdom, its dependencies and territories. The Government is the executive body, led by the Prime Minister, who is appointed by the monarch. Its ministers are accountable to Parliament.
(I am not an expert in these matters and stand to be corrected on the detail, but I am guided as ever by Wikipedia and I believe that I am correct in principle.)
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