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The United Nations 2030 Agenda and Sustainable Development Goals (SDGs) define a path towards a sustainable future, but given that uncertainty characterises the outcomes of any SDG-related actions, risks in the implementation of the Agenda need to be addressed. At the same time, most risk assessments are narrowed to sectoral approaches and do not refer to SDGs. Here, on the basis of a literature review and workshops, it is analysed how SDGs and risks relate to each other's in different communities. Then, it is formally demonstrated that, as soon as the mathematical definition of risks is broadened to embrace a more systemic perspective, acting to maintain socio-environmental systems within their sustainability domain can be done by risk minimisation. This makes Sustainable Development Goals and risks "the Yin and the Yang of the paths towards sustainability". Eventually, the usefulness of the SDG-risk nexus for both sustainability and risk management is emphasized. [ABSTRACT FROM AUTHOR]