Definition
Conformity assessment is the work of proving a product meets its legal requirements, done before the product is sold rather than after. It is not a single test but a procedure that gathers evidence, weighs it against the rules and records the conclusion.
For RoHS the route is internal production control, which the manufacturer runs itself. The chain has a clear shape.
Not every regime is self-declared. For some product groups under other directives, a third party called a Notified Body has to examine the product or the quality system before the CE mark can go on. RoHS itself relies on the manufacturer's own assessment, but a product often carries several directives at once, and one of those may pull a Notified Body in.
Note: general educational information, not legal advice. Check the official source before relying on it.