For modern cities addressing critical infrastructure risk has become very relevant from a safety and security point of view. As seen in recent times, among the different shocks that large-scale infrastructures are exposed to climate hazards have the potential of causing the most widespread disruptions. As such it is important to have an understanding of the risks due to extreme climate events if we plan towards future infrastructure protection and sustainable. In this research we have developed a national infrastructure risk assessment tool that improves our understanding of interdependent infrastructure failures and provides answers to important aspects of damage propagation across infrastructures. The risk assessment tool estimates some key aspects of spatial infrastructure risk which include finding: (1) The scenarios and probabilities of national infrastructure failures; (2) The locations of key vulnerabilities in national infrastructure networks; (3) The implications of interdependent failure propagation; (4) The consequences of national infrastructure failures; (5) The sensitivity of the national infrastructures to multiple climate loading conditions and system states. We provide a demonstration of the risk assessment tool through some initial analysis of interdependent national-scale energy and transport networks risk analysis. The outcomes of such analysis provide important insights into critical infrastructure protection and risk management.