In fact, whilst safety usually does form part of the CE marking requirements, not all Directives and Regulations have safety requirements. Also, not all products can be CE marked! Only those that are covered by one of the current 25 CE Marking Directives or Regulations.
The General Product Safety Directive (GPSD) (2001/95/EC) sets out safety requirements for all consumer products being placed on the European market, but unlike other European Directives, the GPSD is not a CE marking Directive. The act of placing the product on the market is the only act required to illustrate that product has been assessed and found to comply with the general safety requirements.
The General Product Safety Directive sets out to ensure that all products placed on the market are safe. To comply the GPSD, a manufacturer shall undertake and document an assessment that covers the risks and risk categories associated with the product. The recommended method of undertaking such an assessment is through the application of voluntary European Harmonised Standards.
The Directive is purely self-assessment with no requirement to involve a third party. Manufacturers are not required to complete a Declaration or Certificate and they do not need to affix any conformity markings (other than the information identified to be supplied for the safe use of the product). Whilst you do not need to involve a third party, you can do so at your choice.
General Product Safety Directive