The impact of wind power forecast errors (WPFEs) on power system reliability can be quantified by a sensitivity model, which helps to determine the importance of different wind farms. However, the unknown distribution and correlation of WPFEs make it difficult to calculate the reliability sensitivity. The existing univariate non-standard third-order polynomial normal transformation (NSTPNT) expresses the reliability sensitivity of WPFEs by a normal random variable with explicit distribution, and is not suitable for multiple wind farms with correlated forecast errors. In this paper, the univariate NSTPNT method is extended to the multivariate by deriving the analytical expression of the correlation coefficients before and after the transformation, to establish the transformation between the WPFEs and a normal random vector (RV) with the specific correlation. A reliability sensitivity model to the WPFEs expressed to the normal RV is then proposed. The numerical results validate the accuracy of the proposed multivariate NSTP NT and the sensitivity model. The maximum relative error for using the sensitivity to approximate the change of reliability with distribution parameters of the WPFEs is less than 2.42%. The necessity of considering the correlation of WPFEs is analyzed. The maximum relative error of the sensitivity reaches 83% when the correlation is ignored.