New York, New York - Prime Minister Mark Carney admitted he has studied the possibility of President Donald Trump's administration launching a military invasion of Canada.

"I think you have a responsibility in these roles to look at extreme tail risk," Carney told the New York Times in an interview published on Wednesday. He had been asked whether he'd taken President Donald Trumps' 51st state threats seriously.

"That's just risk management," he continued, referring to preparations for the possibility of a US invasion to try and make Canada the country's 51st state. "That's not a base case, but it would be irresponsible not to [prepare]."

Carney, who spoke with the NYT on the sidelines of the 81st session of the United Nations General Assembly this week, made a point of putting a positive spin on his relationship with Trump and downplaying the risk of an attack.

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He pointed out that the best way to operate as the leader of a country is to meticulous assess the absolute worst-case scenarios. As a result, his decision to consider such a situation does not indicate that it's likely.

"From my perspective, we have a good relationship in the sense of we can pick up the phone and talk to each other about issues," he said of his relationship with the US leader.

"He's direct. I'm direct in terms of where positions are. It's much more efficient that way, and so you know that exists and that will continue to exist."

Carney's latest comments come only a week after he appeared in front of the European Parliament to declare a "new alliance" and tout his pivot east, away from the Washington and towards Brussels.

It also comes amid the UN General Assembly, which has been defined by Trump's threats to "annihilate" Iran, and Cuba's fuming response to comments he made declaring that Havana "will fall."