Yes, the manufacturer must carry out a risk assessment in every case.
The Machinery Directive (Article 5 paragraph 1) requires the manufacturer or his authorised representative to ensure that the machine satisfies the relevant essential health and safety requirements set out in Annex I. Annex 1 also requires that a risk assessment be carried out.
However, if the machine has already been built to meet the requirements of a harmonised C standard, the manufacturer has the advantage that the relevant standard will provide support for the risk assessment.
What's more, application of the standard will provide "presumption of conformity", that the machine has been designed and built in accordance with the relevant essential machinery safety and health and safety requirements. The burden of proof is therefore reversed in the event of a claim. If harmonised standards have not been applied, the burden of proof is on the manufacturer in the event of a claim.