In traditional distribution system, power flow was unidirectional; thus loads were usually aggregated into the substation as an equivalent constant bus in the original risk analysis of transmission system. Detail structures of the distribution system were absolutely ignored. However, distribution system is transformed from passive to active nowadays with more and more distributed generations (DGs) being integrated into it. So, distribution system not only can be considered as loads but also can be considered as virtual power plants to supply power to local loads and even to send power back to the transmission system sometimes. In this paper, a hierarchical method is presented to evaluate the impact of role changing of the distribution system in power system risk assessment. In the study, DGs can supply critical loads in distribution system through re-dispatching after some contingency happens. Discrete probability model is employed to simulate the intermittent output of DGs. Available supply capacity (ASC) is used as a general constraint to guarantee the security level of distribution system that needs high reliability. Also, an iterative calculation between transmission system and distribution network is adopted to derive the risk indices with considering detail structures of the active distribution network. Further, impact of some factors on system risk calculation, such as DGs' capacities, dispersions, locations, and component outage probabilities, are discussed. Finally, correctness and effectiveness of the proposed method are validated by a modified IEEE RTS and RBTS system.