Autonomous navigation becomes complex when it is performed in an environment that lacks road signs and includes a variety of users, including vulnerable pedestrians. This article deals with the perception of collision risk from the viewpoint of a passenger sitting in the driver’s seat who has delegated the total control of their vehicle to an autonomous system. The proposed study is based on an experiment that used a fixed-base driving simulator. The study was conducted using a group of 20 volunteer participants. Scenarios were developed to simulate avoidance manoeuvres that involved pedestrians walking at 4.5 kph and an autonomous vehicle that was otherwise driving in a straight line at 30 kph. The main objective was to compare two systems of risk perception: These included subjective risk assessments obtained with an analogue handset provided to the participants and electrodermal activity (EDA) that was measured using skin conductance sensors. The relationship between these two types of measures, which possibly relates to the two systems of risk perception, is not unequivocally described in the literature. This experiment addresses this relationship by manipulating two factors: The time-to-collision (TTC) at the initiation of a pedestrian avoidance manoeuvre and the lateral offset left between a vehicle and a pedestrian. These manipulations of vehicle dynamics made it possible to simulate different safety margins regarding pedestrians during avoidance manoeuvres. The conditional dependencies between the two systems and the manipulated factors were studied using hybrid Bayesian networks. This relationship was inferred by selecting the best Bayesian network structure based on the Bayesian information criterion. The results demonstrate that the reduction of safety margins increases risk perception according to both types of indicators. However, the increase in subjective risk is more pronounced than the physiological response. While the indicators cannot be considered redundant, data modeling suggests that the two risk perception systems are not independent.