Preparing for CE marking on a first machine design

We designed a compact packaging machine and need CE marking before selling it in the EU. The technical file, risk assessment and declaration of conformity feel overwhelming for a company that has only built special-purpose equipment for local customers until now.

So far we have listed the applicable directives, started a structured risk assessment and asked our component suppliers for their declarations. The open questions are which harmonised standards to follow for guarding and control systems, and whether an external consultant is worth the cost. If you went through CE marking for the first time, which parts took the most effort?