Traffic conflicts are generally considered independent events in existing extreme value theory models to estimate the risk of total or single types of crashes. However, traffic events at a road entity are not necessarily independent interactions and can lead to multiple traffic conflicts with shared common unobserved factors. A comprehensive estimation of crash risks in a road entity needs to consider the correlation of potential traffic conflicts to avoid possible bias in prediction performance and the problem of undetected deficiencies. This study proposes a Bayesian non-stationary bivariate generalised extreme value modelling framework to estimate the severe and non-severe crash risks accounting for the correlation between right-turn and rear-end conflicts at signalised intersections. A deep neural network-based computer vision technique was applied to extract the traffic conflicts from 77 h of video recordings over two right-turn approaches at two signalised intersections in Cairns, Australia. Post encroachment time and modified time to collision were used to characterise right-turn and rear-end conflicts, respectively, while an expected post-collision velocity difference was combined with post encroachment time and modified time to collision for crash risk estimation by injury severity levels. Several covariates were used to address the time-varying heterogeneity of traffic conflict extremes and to estimate the differential crash risks at signal cycles. Results showed a significant correlation between right-turn and rear-end crashes at signal cycle levels, indicating the importance of accounting for the dependency among traffic conflict types. Overall, the bivariate models considering the correlation among traffic conflict types were found to understandably perform better than their univariate counterparts. This study provides a demonstration of a correlated crash risk modelling framework that addresses issues related to the suitable traffic conflict measures, time varying risks (non-stationarity), heterogeneity, and injury severity levels of different crash types.