As I know, CPU can access RAM directly. Device RAM is empty on start and CPU don't know from where to load bootloader into the RAM for executing it. Even it can do nothing because call stack should be empty too as I think. Yet how is bootloader program copied into the RAM for further execution?
This should happening with embedded devices such as smartphones. On a x86 PCs BIOS is responsible for loading MBR section from disk to RAM as I know.