SA Banks not helping.

Ive been applying for loans with various banks. Ive been a client with 2 banks for years. My personal bank does not want to help because i have no credit record. Although my sallary gets paid into the account every month. Now i must make small loans with small time companies wich cost you an arm and a leg. They dont want to help me because i have nou credit score or debt.but eveymonth i must make loans and it just takes you deeper into trouble. My question why cant my bank wich im loyal to make an effort to help