If you run your own business, you shouldn't be creating payslips for yourself especially if you are a sole prop. Anyway for a loan, the banks want to look at the last six month's account transactions and your tax form as well as any additional collateral you might have.

I think you cannot equate a company (in this sense a sdn bhd or bhd) with an enterprise/sole proprietorship. If it is a real company then, you can consider yourself an employee and create pay slips, open an account with EPF and make contributions to SOCSO (only if you are eligible base on your income). If you are an enterprise/sole proprietor, it is as if you are an individual which means you open an account with EPF and self contribute (max RM500 pm) and you are not eligible for SOCSO so get your own insurance.