This paper presents a comprehensive methodology to model and determine the annual sediment balance of a complex system of interconnected reservoirs, based on the detailed interpretation of a multi-decadal data series of reservoir management and modelling of sediment fluxes. This methodology is applied to the reservoirs of Oberaar, Grimsel, Räterichsboden, and Trift, which are located in the Swiss Alps. Additionally, the effects of climate warming on the annual sediment yield are investigated. Modelling results show that at present, the hydropower cascade formed by Oberaar, Grimsel, and Räterichsboden retains about 92% of the annual sediment yield, of which only the finest fraction leaves the system and enters the river network. Very fine sediments (d < 10 _m) account for 28% of the total sedimentation rate and in the case of Oberaar, it can reach up to 46% of the total sedimentation rate. Under a climate warming scenario, both sediment yield and runoff are expected to increase in terms of the annual average throughout the XXIst century, which will likely lead to greater annual inputs of sediments to the reservoirs. This, in turn, will lead to a higher sedimentation rate and suspended sediment concentration in the reservoirs, unless active management of the sediment fluxes is implemented.