Confess to have finished (3,2)
I believe the answer is:
own up
'confess to' is the definition.
(I've seen this in another clue)
'have finished' is the wordplay.
'have' becomes 'own' (to have something is to own it).
'finished' becomes 'up' (eg 'time's up' means the time is finished).
'own'+'up'='OWN UP'
(Other definitions for own up that I've seen before include "be honest" , "Accept responsibility" , "Confess, admit guilt (3.2)" , "Confess, acknowledge fault" , "Admit to wrongdoing" .)