Ensure the24-pin ATX and8/4-pin CPU power connectors are firmly plugged into the motherboard. If your CPU has onboard video, remove the discrete GPU and display from the motherboard's video outputs to rule out GPU issues.
MSI MAG B560M MORTAR Motherboard INTEL 10/11TH GEN LGA 1200 DDR4 MicroATX
MSI MAG B560M MORTAR LGA 1200 10th/11th Intel B560 Micro ATX Motherboard
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