The Risk Management Plan is the only document that matters. Every other plan, even the creation of a PMO or and/the naming of a project manager, is driven by the need to manage project risks and enhance opportunities.
The Risk Register should identify the need for any and all other project plans as risk-mitigating measures.
It really depends on the context of your project and the level of formality/standards enforced on the project teams.
All components are of importance, but how heavy/light/standalone they are will vary based on the nature of your project.
The only exception is the procurement related ones if there is no procurement involved in the project.